The speed of convergence of the Threshold estimator of integrated variance

Title
The speed of convergence of the Threshold estimator of integrated variance
Authors
Keywords
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Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 121, Issue 4, Pages 845-855
Publisher
Elsevier BV
Online
2010-12-14
DOI
10.1016/j.spa.2010.12.001

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