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Lecture 6: Functional limit theorems for… duration 1 hour 52 minutes Lecture 6: Functional limit theorems for… Lecture 6: Functional limit theorems for financial markets with long-range dependence	Lecture 6: Functional limit theorems for financial markets with long-range dependence * General conditions of weak convergence - Convergence of sums - Multiplicative scheme* Monotonicity along the diagonal of a triangular matrix in the Cholesky decomposition of a positive definite… weak convergence cholesky decomposition toeplitz matrix stationary processes fractional brownian motion high-frequency trading From Tiziano Vargiolu 8 plays 0

Lecture 6: Functional limit theorems for…

duration 1 hour 52 minutes

Lecture 6: Functional limit theorems for…

Lecture 6: Functional limit theorems for financial markets with long-range dependence

* General conditions of weak convergence - Convergence of sums - Multiplicative scheme* Monotonicity along the diagonal of a triangular matrix in the Cholesky decomposition of a positive definite…

weak convergence

cholesky decomposition

toeplitz matrix

stationary processes

fractional brownian motion

high-frequency trading

From Tiziano Vargiolu 8 plays 0