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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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