Volatility coupling
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Publication:2054472
DOI10.1214/20-AOS2023zbMath1478.60106OpenAlexW4206581802MaRDI QIDQ2054472
Jean Jacod, Jia Li, Zhipeng Liao
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-4/Volatility-coupling/10.1214/20-AOS2023.full
Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Martingales with continuous parameter (60G44)
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