Limit theorems for multivariate Brownian semistationary processes and feasible results (Q5203952)
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scientific article; zbMATH DE number 7141444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for multivariate Brownian semistationary processes and feasible results |
scientific article; zbMATH DE number 7141444 |
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Limit theorems for multivariate Brownian semistationary processes and feasible results (English)
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9 December 2019
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multivariate Brownian semistationary process
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central limit theorem
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law of large numbers
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feasible
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nonsemimartingale
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Wiener chaos
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high frequency data
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intermittency
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gamma kernel
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