Limit theorems in the Fourier transform method for the estimation of multivariate volatility
type: Item
instance of: scholarly article
title: Limit theorems in the Fourier transform method for the estimation of multivariate volatility
zbMATH Open document ID: 1220.62052
author: Emmanuelle Clément
author: Arnaud Gloter
published in: Stochastic Processes and their Applications
publication date: 2011-06-15T00:00:00Z
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5908025
zbMATH Keywords: non-parametric estimation
zbMATH Keywords: Itô process
zbMATH Keywords: Fourier transform
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: j.spa.2010.11.016
OpenAlex ID: W2100678058
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DOI: 10.1016/J.SPA.2010.11.016
description: scientific article; zbMATH DE number 5908025