Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644): Difference between revisions
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Revision as of 00:07, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal kernel estimation of spot volatility of stochastic differential equations |
scientific article |
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Optimal kernel estimation of spot volatility of stochastic differential equations (English)
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9 June 2020
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spot volatility estimation
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kernel estimation
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bandwidth selection
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kernel function selection
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