Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q114130801, #quickstatements; #temporary_batch_1712186161777 |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1710.03519 / rank | |||
Normal rank |
Revision as of 04:56, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Volatility estimation for stochastic PDEs using high-frequency observations |
scientific article |
Statements
Volatility estimation for stochastic PDEs using high-frequency observations (English)
0 references
1 April 2020
0 references
high-frequency data
0 references
stochastic partial differential equation
0 references
random field
0 references
realized volatility
0 references
mixing-type limit theorem
0 references