Central Limit Theorems for approximate quadratic variations of pure jump Itô semimartingales
Year of publication: |
2013
|
---|---|
Authors: | Diop, Assane ; Jacod, Jean ; Todorov, Viktor |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 3, p. 839-886
|
Publisher: |
Elsevier |
Subject: | Quadratic variation | Itô semimartingale | Pure jump processes | Approximate quadratic variation | Central Limit Theorem | Stable convergence in law |
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