Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (Q5413944): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q480979 |
Changed an Item |
||
| Property / author | |||
| Property / author: Markus Reiss / rank | |||
Normal rank | |||
Revision as of 05:18, 15 February 2024
scientific article; zbMATH DE number 6291302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral Estimation of Covolatility from Noisy Observations Using Local Weights |
scientific article; zbMATH DE number 6291302 |
Statements
Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (English)
0 references
2 May 2014
0 references
asymptotic equivalence
0 references
covariation
0 references
integrated covolatility
0 references
microstructure noise
0 references
spectral adaptive estimation
0 references
