Correcting spot power variation estimator via Edgeworth expansion.
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| Title: | Correcting spot power variation estimator via Edgeworth expansion. |
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| Authors: | He, Lidan1 (AUTHOR) hld@nuist.edu.cn, Liu, Qiang2 (AUTHOR), Liu, Zhi3 (AUTHOR), Bucci, Andrea4 (AUTHOR) |
| Source: | Metrika. Nov2024, Vol. 87 Issue 8, p921-945. 25p. |
| Database: | Mathematics Source |
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