Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644): Difference between revisions

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+.04507
@@ Property / arXiv ID: 1612.04507 / rank @@
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+Q5495335
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+Estimation of the instantaneous volatility
@@ Property / cites work: Estimation of the instantaneous volatility / rank @@
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+Spot volatility estimation for high-frequency data
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+Continuous Record Asymptotics for Rolling Sample Variance Estimators
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+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
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+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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+A Brief Survey of Bandwidth Selection for Density Estimation
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+NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
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+Spot volatility estimation using delta sequences
@@ Property / cites work: Spot volatility estimation using delta sequences / rank @@
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+Certain Positive-Definite Kernels
@@ Property / cites work: Certain Positive-Definite Kernels / rank @@
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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+Estimation of integrated volatility of volatility with applications to goodness-of-fit testing
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+A Tale of Two Time Scales
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