Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081): Difference between revisions
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Revision as of 23:06, 18 April 2024
scientific article
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| English | Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise |
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Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (English)
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27 May 2013
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Brownian motion
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variance estimation
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minimax rate
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microstructure noise
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Sobolev embedding
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