Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales
DOI10.1214/13-AAP983zbMath1308.60051arXiv1210.0358OpenAlexW2067407326MaRDI QIDQ473167
Christian Schmidt, Johanna F. Ziegel, Mark Podolskij
Publication date: 21 November 2014
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.0358
semimartingalesmathematical financestable functional central limit theorem, \(U\)-statisticsuniform convergence in probability
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Generalizations of martingales (60G48) Financial applications of other theories (91G80) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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