Edgeworth expansion for functionals of continuous diffusion processes (Q511473)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Edgeworth expansion for functionals of continuous diffusion processes
scientific article

    Statements

    Edgeworth expansion for functionals of continuous diffusion processes (English)
    0 references
    0 references
    0 references
    21 February 2017
    0 references
    diffusion processes
    0 references
    Edgeworth expansion
    0 references
    high frequency observations
    0 references
    power variation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references