# A feasible central limit theorem for realised covariation of SPDEs in the context of functional data

@inproceedings{Benth2022AFC, title={A feasible central limit theorem for realised covariation of SPDEs in the context of functional data}, author={Fred Espen Benth and Dennis Schroers and Almut E. D. Veraart}, year={2022} }

. This article establishes an asymptotic theory for volatility estimation in an inﬁnite-dimensional setting. We consider mild solutions of semilinear stochastic partial diﬀerential equations and derive a stable central limit theorem for the semigroup adjusted realised covariation ( SARCV ), which is a consistent estimator of the integrated volatility and a generalisation of the realised quadratic covariation to Hilbert spaces. Moreover, we introduce semigroup adjusted multipower variations…

## One Citation

### Robustness of Hilbert space-valued stochastic volatility models

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- 2022

. In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within…

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