On the convergence of two types of estimators of quadratic variation

DOI10.1002/MMA.8007zbMath1528.62055OpenAlexW4225597456MaRDI QIDQ6182335

Xisheng Yu

Publication date: 21 December 2023

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.8007

zbMATH Keywords

convergence propertyadjoint Itô identityestimator of QVhigh-order Itô isometry

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Foundations of stochastic processes (60G05)

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