Limit theorems for non-degenerate U-statistics of continuous semimartingales
Year of publication: |
2012-10-02
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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 |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 3 pages long |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: |
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