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Understanding limit theorems for semimartingales: A short survey

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Original languageEnglish
JournalStatistica Neerlandica
Volume64
Issue3
Pages (from-to)329-351
Number of pages23
ISSN0039-0402
DOIs
Publication statusPublished - 1 Aug 2010
Externally publishedYes

    Research areas

  • Central limit theorem, High frequency observations, Semimartingale, Stable convergence

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