On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
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| Hauptverfasser: | , , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2013
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| In: |
Journal of multivariate analysis
Year: 2013, Jahrgang: 120, Pages: 59-84 |
| ISSN: | 1095-7243 |
| DOI: | 10.1016/j.jmva.2013.05.002 |
| Online-Zugang: | Resolving-System, Volltext: http://dx.doi.org/10.1016/j.jmva.2013.05.002
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| Verfasserangaben: | Kim Christensen; Mark Podolskij; Mathias Vetter |
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