Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973): Difference between revisions
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Revision as of 07:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of continuous-time regression models using high-frequency data |
scientific article |
Statements
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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