A weak law of large numbers for estimating the correlation in bivariate Brownian semistationary processes
File(s)LawofLargeNumbers_paper.pdf (471.12 KB)
Working paper
Author(s)
Granelli, A
Veraart, A
Type
Working Paper
Date Issued
2017-07-26
Citation
2017
Copyright Statement
© 2017 The Author(s)
Sponsor
Commission of the European Communities
Identifier
https://arxiv.org/abs/1707.08505
Grant Number
FP7-PEOPLE-2012-CIG-321707