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A weak law of large numbers for estimating the correlation in bivariate Brownian semistationary processes

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Title: A weak law of large numbers for estimating the correlation in bivariate Brownian semistationary processes
Authors: Granelli, A
Veraart, A
Item Type: Working Paper
Issue Date: 26-Jul-2017
URI: http://hdl.handle.net/10044/1/53175
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