A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
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Publication:6590456
DOI10.1214/23-aap2019MaRDI QIDQ6590456
Almut E. D. Veraart, Dennis Schroers, Fred Espen Benth
Publication date: 21 August 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
central limit theorem\(C_0\)-semigroupsHilbert-Schmidt operatorsvolatilityfunctional dataSPDEpower variationshigh-frequency estimation
Asymptotic distribution theory in statistics (62E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30)
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