Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070)
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scientific article; zbMATH DE number 7628749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes |
scientific article; zbMATH DE number 7628749 |
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Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (English)
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8 December 2022
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realised semicovariance
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multivariate Brownian semistationary process
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central limit theory
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Malliavin calculus
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