A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456)

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scientific article; zbMATH DE number 7899444
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A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
scientific article; zbMATH DE number 7899444

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    A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (English)
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    21 August 2024
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    \(C_0\)-semigroups
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    central limit theorem
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    functional data
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    high-frequency estimation
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    Hilbert-Schmidt operators
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    power variations
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    SPDE
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    volatility
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