Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740)
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scientific article
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| English | Second-order asymptotic expansion for a non-synchronous covariation estimator |
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Second-order asymptotic expansion for a non-synchronous covariation estimator (English)
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11 October 2011
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Edgeworth expansion
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covariation estimation
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diffusion process
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asynchronous observations
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Poisson sampling
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0.8363194465637207
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0.8309161067008972
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0.8223939538002014
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0.8084462285041809
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0.8082717657089233
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