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Brownian semi-stationary processes
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Gaussian processes
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central limit theorem
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high frequency observations
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higher order differences
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Barndorff-Nielsen, Ole E.
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Corcuera, José Manuel
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Podolskij, Mark
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School of Economics and Management, University of Aarhus
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Limit theorems for functionals of
higher
order
differences
of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manuel
; …
-
School of Economics and Management, University of Aarhus
-
2009
We present some new asymptotic results for functionals of
higher
order
differences
of Brownian semi …
Persistent link: https://www.econbiz.de/10008556267
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