A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055)
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scientific article; zbMATH DE number 7447210
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| English | A universal approach to estimate the conditional variance in semimartingale limit theorems |
scientific article; zbMATH DE number 7447210 |
Statements
A universal approach to estimate the conditional variance in semimartingale limit theorems (English)
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17 December 2021
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asymptotic conditional variance
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high-frequency statistics
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Itô semimartingale
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jumps
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stable convergence
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0.8122601509094238
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0.7798981666564941
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0.7698783874511719
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0.769139289855957
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