Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506)
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scientific article; zbMATH DE number 5908025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems in the Fourier transform method for the estimation of multivariate volatility |
scientific article; zbMATH DE number 5908025 |
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Limit theorems in the Fourier transform method for the estimation of multivariate volatility (English)
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15 June 2011
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non-parametric estimation
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Itô process
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Fourier transform
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weak convergence
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