Central limit theorems of range-based estimators for diffusion models
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Publication:5077958
DOI10.1080/03610926.2018.1523432OpenAlexW2910162092WikidataQ128507855 ScholiaQ128507855MaRDI QIDQ5077958FDOQ5077958
Authors: Jingwei Cai, Quanxin Zhu, Ping Chen, Xia Mei 
Publication date: 20 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1523432
central limit theoremconvergence in probabilityhigh frequency datarange-based instantaneous volatility estimator
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