Understanding limit theorems for semimartingales: a short survey
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Publication:6573274
Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1047469 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 3227597 (Why is no real title available?)
- A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors
- A central limit theorem for realised power and bipower variation of continuous semimartingales
- A general version of the fundamental theorem of asset pricing
- A note on the central limit theorem for bipower variation of general functions
- Asymptotic error distributions for the Euler method for stochastic differential equations
- Asymptotic properties of realized power variations and related functionals of semimartingales
- Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
- La variation d'ordre p des semi-martingales
- Limit theorems for bipower variation of semimartingales
- Limit theorems for multipower variation in the presence of jumps
- On mixing and stability of limit theorems
- On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
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