Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597): Difference between revisions
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Revision as of 04:50, 29 February 2024
scientific article
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| English | Volatility estimation for stochastic PDEs using high-frequency observations |
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Volatility estimation for stochastic PDEs using high-frequency observations (English)
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1 April 2020
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high-frequency data
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stochastic partial differential equation
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random field
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realized volatility
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mixing-type limit theorem
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