Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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