Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes

Stochastic Processes and their Applications - Tập 155 - Trang 202-231 - 2023
Yuan Li1, Mikko S. Pakkanen1, Almut E.D. Veraart1
1Department of Mathematics, Imperial College London, SW7 2AZ, UK

Tài liệu tham khảo

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