Inference for General Semimartingales and Self-similar Processes
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-03861-7_5
Reference11 articles.
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3. Jacod, J. and Shiryayev, A.N. (1987): Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin.
4. Jeganathan, P. (1995): Some aspects of asymptotic theory with applications to time series models, Econometric Theory 11, 818–887.
5. Le Cam, L. and Yang, G.L. (1990): Asymptotics in Statistics, Springer-Verlag, New York.
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