On U- and V-statistics for discontinuous Itô semimartingale
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References listed on IDEAS
- Jacod, Jean, 2008. "Asymptotic properties of realized power variations and related functionals of semimartingales," Stochastic Processes and their Applications, Elsevier, vol. 118(4), pages 517-559, April.
- Mark Podolskij & Mathias Vetter, 2010.
"Understanding limit theorems for semimartingales: a short survey,"
Netherlands Society for Statistics and Operations Research, vol. 64(s1), pages 329-351.
- Mark Podolskij & Mathias Vetter, 2009. "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers 2009-47, Department of Economics and Business Economics, Aarhus University.
More about this item
Keywordscentral limit theorems; It^o semimartingales; stable convergence; U-statistics.;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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