A note on the central limit theorem for bipower variation of general functions (Q927926)
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scientific article; zbMATH DE number 5285984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the central limit theorem for bipower variation of general functions |
scientific article; zbMATH DE number 5285984 |
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A note on the central limit theorem for bipower variation of general functions (English)
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10 June 2008
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bipower variation
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central limit theorem
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diffusion models
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high-frequency data
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semimartingale theory
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