{"paper":{"title":"Moderate deviations for bipower variation of general function and Hayashi-Yoshida estimators","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"math.PR","authors_text":"Arnaud Guillin (LMBP, Astronautics), Hac\\`ene Djellout (LMBP), Hui Jiang (Nanjing University of Aeronautics, IUF), Yacouba Samoura (LMBP)","submitted_at":"2016-09-13T12:57:10Z","abstract_excerpt":"We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for m-dependent random variables based on the Chen-Ledoux type condition. In the last decade there has been a considerable development of the asymptotic theory for processes observed at a high frequency. This was mainly motivated by financial applications , where the data, such as stock prices or currencies, are observed very frequently. As under the no-arbitrage assum"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1609.03810","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}