Discretization of processes - Jacod, Jean 1944-; Protter, Philip E. 1949- (Springer, 2012)
Literaturangaben
Keywords: Diskreter stochastischer Prozess; Hardback; Research; 60F05, 60G44, 60H10, 60H35, 60J75, 60G51, 60G57; asymptotic error; central limit theorem for stochastic processes; density forecasting; estimation; jump processes; law of large numbers for stochastic processes; semimartingale; stable convergence; stochastic processes; time-varying correlation; volatility; weak convergence; white noise