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High-frequency asymptotics for path-dependent functionals of Itô semimartingales
by Dümbgen, Moritz (Author)
, Podolskij, Mark (Author)
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Stochastic processes and their applications, 125 (2015), 4, Seite 1195-1217
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Limit theorems for nondegenerate U-statistics of continuous semimartingales
by Podolskij, Mark (Author)
, Schmidt, Christian (Author)
, Ziegel, Johanna (Author)
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The annals of applied probability, 24 (2014), 6, Seite 2491-2526
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The Faculty of Mathematics and Computer Science
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Podolskij, Mark
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Dümbgen, Moritz
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Schmidt, Christian
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Ziegel, Johanna
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$U$-statistics
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Limit theory
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Stable convergence
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limit theorems
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semimartingales
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stable convergence
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