Limit theorems for non-degenerate U-statistics of continuous semimartingales
Year of publication: |
2012-10-02
|
---|---|
Authors: | Podolskij, Mark ; Schmidt, Christian ; Ziegel, Johanna Fasciati |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | High frequency data | Limit theorems | Semimartingales | Stable convergence | U-statistics |
-
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
Corcuera, José Manuel, (2012)
-
On non-standard limits of Brownian semi-stationary
Gärtner, Kerstin, (2014)
-
Ambit fields: survey and new challenges
Podolskij, Mark, (2014)
- More ...
-
Fact or friction: Jumps at ultra high frequency
Christensen, Kim, (2011)
-
Asymptotic theory of range-based multipower variation
Christensen, Kim, (2011)
-
Edgeworth expansion for functionals of continuous diffusion processes
Podolskij, Mark, (2013)
- More ...