3 citations · 6 across the 2 of their papers we have counts for
2 papers
math.PR2015★ 3 cited
On U- and V-statistics for discontinuous Ito semimartingales
Mark Podolskij, Christian Schmidt, Mathias Vetter
In this paper we examine the asymptotic theory for U-statistics and V-statistics of discontinuous Ito semimartingales that are observed at high frequency. For different types of ke…
math.PR2012★ 3 cited
Limit theorems for nondegenerate U-statistics of continuous semimartingales
Mark Podolskij, Christian Schmidt, Johanna F. Ziegel
This paper presents the asymptotic theory for nondegenerate -statistics of high frequency observations of continuous Itô semimartingales. We prove uniform convergence in probabi…