人类的发源
发表于 2025-3-25 03:46:24
Observation Schemestotics and check whether they full the assumptions made in Chapters 2–4. I chose to collect these results in a separate chapter instead of including them in Chapters 2–4 firstly because it turns out that their proofs are rather technical and require specific arguments unrelated to the arguments in the previous chapters.
Plaque
发表于 2025-3-25 10:19:44
https://doi.org/10.1007/978-3-658-28418-3High-frequency statistics; Asynchronous data; Irregular data; Asynchronous observations; Random observat
得意牛
发表于 2025-3-25 15:08:05
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粘连
发表于 2025-3-25 18:54:39
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Unsaturated-Fat
发表于 2025-3-25 23:42:56
FrameworkIn this chapter, we specify the mathematical framework within we will derive theoretical results and develop statistical procedures.
Bumble
发表于 2025-3-26 03:57:46
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CRACY
发表于 2025-3-26 07:04:04
Central Limit TheoremsIn this chapter, we will discuss central limit theorems for some of the functionals introduced in Chapter 2. Further we develop general techniques that will later in Chapters 7–9 be applied to find central limit theorems also for other more specific statistics which are based on functionals from Chapter 2.
夜晚
发表于 2025-3-26 12:30:11
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过度
发表于 2025-3-26 13:28:44
Estimating Spot VolatilityOur goal in this chapter is to estimate the . σ. , σ. at some specific time s ∈ . In addition to that we would like to estimate the . ρ. between the two Gaussian processes C. and C.. If we allow σ to be discontinuous we are additionally interested in estimating the left limits σ. , σ. ,ρ..
Spinal-Tap
发表于 2025-3-26 17:47:14
Estimating Quadratic CovariationHistorically the integrated volatility or realized volatility of the process X..