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Discretization of processes

by Jacod, Jean, Protter, Philip E.

fromStochastic modelling and Applied probability

0 Type: Book

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60F05, 60G44, 60H10, 60H35, 6… (1) Analyse stochastique (1) Central limit theorem (1) Diskreter stochastischer Proz… (1) Estimation (1) Hardback (1) Research (1) Stochastic Processes (1) Stochastic analysis (1) Théorème central limite (1) asymptotic error (1) central limit theorem for sto… (1) density forecasting (1) jump processes (1) law of large numbers for stoc… (1) semimartingale (1) stable convergence (1) time-varying correlation (1) volatility (1) weak convergence (1) white noise (1)

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Jacod, Jean (1) Protter, Philip E. (1)

Publisher

Springer (1)

Year

2012 (1)

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Wise Library has undergone mare trials than one human woman can carry in her heart. Though she's now been granted the powers.

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