A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
Authors:
- Andrea GranelliAGAndrea Granelli
- Almut E.D. VeraartAVAlmut E.D. Veraart
Open Access
- 1 August 2019
- journal article
- research article
- Published by Bernoulli Society for Mathematical Statistics and Probability in Bernoulli
- Vol. 25 (3) , 2245-2278
Abstract
Project Euclid - mathematics and statistics onlineKeywords
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