This is a preview. Log in through your library . The Annals of Statistics publishes research papers of the highest quality reflecting the many facets of contemporary statistics. Primary emphasis is ...
We derive limit theorems for the empirical distribution function of "devolatilized" increments of an Ito semimartingale observed at high frequencies. These "devolatilized" increments are formed by ...
Interpreting an energy or error functional probabilistically, i.e., assuming to be the logarithm of a posterior probability under study, the form of the training data ...
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