Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale (Q529427)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale |
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Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale (English)
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18 May 2017
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Itō semimartingale
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Lévy measure
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weak convergence
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Gaussian process
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empirical distribution function
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high-frequency statistics
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