Duembgen, Moritz; Podolskij, Mark - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1195-1217
The estimation of local characteristics of Itô semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and ranges in the infill asymptotics setting. In this paper we...