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Laws of large numbers for Hayashi-Yoshida-type functionals - MaRDI portal

Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591)

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Laws of large numbers for Hayashi-Yoshida-type functionals
scientific article

    Statements

    title
    Laws of large numbers for Hayashi-Yoshida-type functionals (English)
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    author
    Ole Martin
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    Mathias Vetter
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    publication date
    27 June 2019
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    zbMATH Keywords
    asynchronous observations
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    high-frequency statistics
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    Itô semimartingale
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    law of large numbers
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    cites work
    Q5495335
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    Q5493536
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    Q5812325
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    Q4435813
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    Identifiers

    Mathematics Subject Classification ID
    62M09
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    60F05
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    60G48
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    62P05
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    zbMATH DE Number
    7074029
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    OpenAlex ID
    W2962772904
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    arXiv ID
    1803.05653
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    Wikidata QID
    Q127896068
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