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

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+Q5495335
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+Estimation of the instantaneous volatility
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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.
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+Q4778955
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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
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+Certain Positive-Definite Kernels
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+Q4301585
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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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