A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for the realised covariation of a bivariate Brownian semistationary process |
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A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (English)
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14 June 2019
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bivariate Brownian semistationary process
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central limit theorem
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fourth moment theorem
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high-frequency data
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moving average process
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multivariate setting
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stable convergence
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