Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes
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Publication:6382095
DOI10.1016/j.spa.2022.10.001zbMath1507.60036arXiv2111.02366WikidataQ115058220 ScholiaQ115058220MaRDI QIDQ6382095
Almut E. D. Veraart, Y. Li, Mikko S. Pakkanen
Publication date: 3 November 2021
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)
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