Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:50, 2 February 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)
0 references
21 August 2017
0 references
adaptive estimation
0 references
beta
0 references
stochastic volatility
0 references
spot variance
0 references
semiparametric efficiency
0 references
high-frequency data
0 references
nonparametric volatility estimates
0 references
Itô semimartingale setting
0 references
