Central limit theorems for approximate quadratic variations of pure jump Itô semimartingales
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Publication:1940236
DOI10.1016/j.spa.2012.11.003zbMath1274.60063OpenAlexW2041420518MaRDI QIDQ1940236
Viktor Todorov, Assane Diop, Jean Jacod
Publication date: 6 March 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.11.003
central limit theoremItô semimartingalepure jump processesQuadratic variationapproximate quadratic variationstable convergence in law
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07) Functional limit theorems; invariance principles (60F17)
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