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Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence [PDF]
This paper provides theory as well as empirical results for pre-averaging estimators of the daily quadratic variation of asset prices. We derive jump robust inference for pre-averaging estimators, corresponding feasible central limit theorems and an ...
Mark Podolskij, Nikolaus Hautsch
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Central limit theorems under special relativity. [PDF]
Stat Probab Lett, 2015 McKeague IW.
europepmc +1 more source
A central limit theorem for realised power and bipower variations of continuous semimartingales [PDF]
Central limit theorem, quadratic variation, bipower variation --Central limit theorem,quadratic variation,bipower ...
Graversen, Svend Erik +3 more
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Limit theorems in free probability theory II
Open Mathematics, 2008 Chistyakov Gennadii, Götze Friedrich
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Computer Proofs of Limit Theorems
, 1971 In this paper we describe some relatively simple changes that have been made to an existing automatic theorem proving program to enable it to prove efficiently a number of the limit theorems of elementary calculus.
Bledsoe, W.W. +2 more
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The shorth plot is a tool to investigate probability mass concentration. It is a graphical representation of the length of the shorth, the shortest interval covering a certain fraction of the distribution, localized by forcing the intervals considered to
Gantner, M. +2 more
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Limit theorems for the site frequency spectrum of neutral mutations in an exponentially growing population. [PDF]
Stoch Process Their ApplGunnarsson EB, Leder K, Zhang X.
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A REMARK ON THE CENTRAL LIMIT THEOREM [PDF]
Proceedings of the National Academy of Sciences, 1965 openaire +3 more sources
Limit theorems for the Estermann zeta-function. II
Open Mathematics, 2005 Laurinčikas Antanas
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