A central limit theorem for the realised covariation of a...

A central limit theorem for the realised covariation of a bivariate Brownian semistationary process

Granelli, Andrea, Veraart, Almut E.D.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
25
Language:
english
Journal:
Bernoulli
DOI:
10.3150/18-BEJ1052
Date:
August, 2019
File:
PDF, 300 KB
english, 2019
Conversion to is in progress
Conversion to is failed