scientific article; zbMATH DE number 6611139

DOI10.3969/J.ISSN.1001-4268.2015.04.001MaRDI QIDQ2992236zbMATH OpenFDO

Authors Xiaoyong Xiao, Hongwei Yin

Publication date 10 August 2016

zbMATH Keywords

semimartingalesintegrated volatilitybipower variationspeed of convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Generalizations of martingales (60G48)

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Cited in

(1)

• The speed of convergence of the threshold estimator of integrated variance

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