Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance (Q2414498)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance |
scientific article |
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Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance (English)
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17 May 2019
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bootstrap
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central limit theorem
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Chernozhukov-Chetverikov-Kato theory
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high-frequency data
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Malliavin calculus
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multiple testing
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