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A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
| File | Description | Size | Format | |
|---|---|---|---|---|
 CentralLimitTheorem_paper.pdf | Working paper | 470.61 kB | Adobe PDF | View/Open |
| Title: | A central limit theorem for the realised covariation of a bivariate Brownian semistationary process |
| Authors: | Granelli, A Veraart, A |
| Item Type: | Working Paper |
| Issue Date: | 26-Jul-2017 |
| URI: | http://hdl.handle.net/10044/1/53174 |
| Is Replaced By: | 10044/1/61602 http://hdl.handle.net/10044/1/61602 |
| Copyright Statement: | © 2017 The Author(s) |
| Sponsor/Funder: | Commission of the European Communities |
| Funder's Grant Number: | FP7-PEOPLE-2012-CIG-321707 |
| Appears in Collections: | Statistics Faculty of Natural Sciences Mathematics |