Pages that link to "Item:Q5493536"
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The following pages link to A central limit theorem for realised power and bipower variation of continuous semimartingales (Q5493536):
Displaying 8 items.
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
- Central limit theorems for martingales. I: Continuous limits (Q6126950) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Power variation for Itô integrals with respect to \(\alpha\)-stable processes (Q6573271) (← links)
- Understanding limit theorems for semimartingales: a short survey (Q6573274) (← links)
- Limit theorems for general functionals of Brownian local times (Q6620096) (← links)
- Local Parametric Estimation in High Frequency Data (Q6626343) (← links)