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  • Search: subject:"Large and moderate deviation principle"
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Deviation inequalities 1 Diffusion 1 Discrete-time observation 1 Large and moderate deviation principle 1 Realized volatility 1
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Djellout, Hacène 1 Samoura, Yacouba 1
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Statistics & Probability Letters 1
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Large and moderate deviations of realized covolatility
Djellout, Hacène; Samoura, Yacouba - In: Statistics & Probability Letters 86 (2014) C, pp. 30-37
In this note, we consider the large and moderate deviation principle of the estimators of the integrated covariance of …
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