Diop, Assane; Jacod, Jean; Todorov, Viktor - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 839-886
We derive Central Limit Theorems for the convergence of approximate quadratic variations, computed on the basis of regularly spaced observation times of the underlying process, toward the true quadratic variation. This problem was solved in the case of an Itô semimartingale having a...