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A feasible central limit theorem for realised covariation of SPDEs in the context of functional data

8 May 2022

Papers citing "A feasible central limit theorem for realised covariation of SPDEs in the context of functional data"

5 / 5 papers shown

Title
Parameter estimation for SPDEs based on discrete observations in time and space F. Hildebrandt Mathias Trabs 39 40 0 02 Oct 2019
High-frequency analysis of parabolic stochastic PDEs Carsten H. Chong 67 52 0 18 Jun 2018
Volatility estimation for stochastic PDEs using high-frequency observations M. Bibinger Mathias Trabs 41 56 0 10 Oct 2017
Multipower variation for Brownian semistationary processes O. Barndorff-Nielsen J. M. Corcuera M. Podolskij 59 83 0 04 Jan 2012
A Functional Version of the ARCH Model Siegfried Hormann Lajos Horváth Ron Reeder 71 95 0 02 May 2011