On the convergence of two types of estimators of quadratic variation (Q6182335)
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scientific article; zbMATH DE number 7781357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of two types of estimators of quadratic variation |
scientific article; zbMATH DE number 7781357 |
Statements
On the convergence of two types of estimators of quadratic variation (English)
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21 December 2023
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adjoint Itô identity
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high-order Itô isometry
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estimator of QV
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convergence property
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