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Latest revision as of 06:44, 14 July 2024

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Adaptive estimation of continuous-time regression models using high-frequency data
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    Adaptive estimation of continuous-time regression models using high-frequency data (English)
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    21 August 2017
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    adaptive estimation
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    beta
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    stochastic volatility
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    spot variance
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    semiparametric efficiency
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    high-frequency data
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    nonparametric volatility estimates
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    Itô semimartingale setting
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