Volatility occupation times (Q385768): Difference between revisions

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+.4667
@@ Property / arXiv ID: 1309.4667 / rank @@
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@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
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@@ Property / cites work @@
+The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options
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@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+On the continuity of local times of Borel right Markov processes
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@@ Property / cites work @@
+On estimating the diffusion coefficient from discrete observations
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@@ Property / cites work @@
+Occupation densities
@@ Property / cites work: Occupation densities / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
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@@ Property / cites work @@
+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
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@@ Property / cites work @@
+Quarticity and other functionals of volatility: efficient estimation
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+Q4435813
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+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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@@ Property / cites work @@
+Asymptotic Statistics
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@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
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@@ Property / cites work @@
+The distribution of Brownian quantiles
@@ Property / cites work: The distribution of Brownian quantiles / rank @@
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@@ Property / OpenAlex ID @@
+W3104498715
@@ Property / OpenAlex ID: W3104498715 / rank @@
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