Funder
Deutsche Forschungsgemeinschaft
European Research Council
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference13 articles.
1. On mixing and stability of limit theorems;Aldous;Ann. Probab.,1978
2. Asymptotic theory for principal component analysis;Anderson;Ann. Math. Stat.,1963
3. A central limit theorem for realised power and bipower variations of continuous semimartingales;Barndorff-Nielsen,2006
4. Power and bipower variation with stochastic volatility and jumps (with discussion);Barndorff-Nielsen;J. Financ. Econ.,2004
5. Central limit theorems for approximate quadratic variations of pure jump Itô semimartingales;Diop;Stochastic Process. Appl.,2013
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献