Christensen, K., Podolskij, M., & Vetter, M. (2013). On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. Journal of multivariate analysis, 120, . https://doi.org/10.1016/j.jmva.2013.05.002
Chicago Style (17th ed.) CitationChristensen, Kim, Mark Podolskij, and Mathias Vetter. "On Covariation Estimation for Multivariate Continuous Itô Semimartingales with Noise in Non-synchronous Observation Schemes." Journal of Multivariate Analysis 120 (2013). https://doi.org/10.1016/j.jmva.2013.05.002.
MLA (9th ed.) CitationChristensen, Kim, et al. "On Covariation Estimation for Multivariate Continuous Itô Semimartingales with Noise in Non-synchronous Observation Schemes." Journal of Multivariate Analysis, vol. 120, 2013, https://doi.org/10.1016/j.jmva.2013.05.002.