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The equivalence relationship between Li-Yorke $\delta$-chaos and distributional $\delta$-chaos in a sequence
Li-Yorke chaos distributional chaos in a sequence transitive system
2011/2/28
In this paper, we discuss the relationship between Li-Yorke chaos and distributional chaos in a sequence.
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
High-frequency data integrated volatility spot volatility estimation Le Cam defciency equivalence of experiments Gaussianshift
2010/4/27
The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sens...