A central limit theorem for the realised covariation of a bivariate Brownian semistationary process

File Description SizeFormat 
CentralLimitTheorem_paper.pdfWorking paper470.61 kBAdobe PDFDownload
Title: A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
Author(s): Granelli, A
Veraart, A
Item Type: Working Paper
Publication Date: 26-Jul-2017
URI: http://hdl.handle.net/10044/1/53174
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:Mathematics
Statistics
Faculty of Natural Sciences



Items in Spiral are protected by copyright, with all rights reserved, unless otherwise indicated.

Creative Commons