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On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes

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Bibliographic Details
Main Authors: Christensen, Kim (Author) , Podolskij, Mark (Author) , Vetter, Mathias (Author)
Format: Article (Journal)
Language:English
Published: 2013
In: Journal of multivariate analysis
Year: 2013, Volume: 120, Pages: 59-84
ISSN:1095-7243
DOI:10.1016/j.jmva.2013.05.002
Online Access:Resolving-System, Volltext: http://dx.doi.org/10.1016/j.jmva.2013.05.002
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Author Notes:Kim Christensen; Mark Podolskij; Mathias Vetter
Description
Item Description:Gesehen am 29.11.2013
Physical Description:Online Resource
ISSN:1095-7243
DOI:10.1016/j.jmva.2013.05.002

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