On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217)
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scientific article; zbMATH DE number 6914784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect |
scientific article; zbMATH DE number 6914784 |
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On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (English)
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8 August 2018
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asymptotic efficiency
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endogenous noise
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lead-lag effect
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local asymptotic normality
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microstructure noise
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