Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081): Difference between revisions

@@ Property / cites work @@
+Estimation of the instantaneous volatility
@@ Property / cites work: Estimation of the instantaneous volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Microstructure Noise, Realized Variance, and Optimal Sampling
+Normal rank
@@ Property / cites work @@
+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
+Normal rank
@@ Property / cites work @@
+Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications
+Normal rank
@@ Property / cites work @@
+Convergence Rates of General Regularization Methods for Statistical Inverse Problems and Applications
+Normal rank
@@ Property / cites work @@
+Sharp Optimality in Density Deconvolution with Dominating Bias. I
+Normal rank
@@ Property / cites work @@
+Sharp Optimality in Density Deconvolution with Dominating Bias. II
+Normal rank
@@ Property / cites work @@
+Q3580581
@@ Property / cites work: Q3580581 / rank @@
+Normal rank
@@ Property / cites work @@
+Practical bandwidth selection in deconvolution kernel density estimation
+Normal rank
@@ Property / cites work @@
+Q3838106
@@ Property / cites work: Q3838106 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal rates of convergence for nonparametric deconvolution problems
+Normal rank
@@ Property / cites work @@
+Q4450669
@@ Property / cites work: Q4450669 / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusions with measurement errors. I. Local Asymptotic Normality
+Normal rank
@@ Property / cites work @@
+Diffusions with measurement errors. II. Optimal estimators
+Normal rank
@@ Property / cites work @@
+Microstructure noise in the continuous case: the pre-averaging approach
+Normal rank
@@ Property / cites work @@
+Limit theorems for moving averages of discretized processes plus noise
+Normal rank
@@ Property / cites work @@
+The convergence of a new heuristic parameter selection criterion for general regularization methods
+Normal rank
@@ Property / cites work @@
+On the Adaptive Selection of the Parameter in Regularization of Ill-Posed Problems
+Normal rank
@@ Property / cites work @@
+Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
+Normal rank
@@ Property / cites work @@
+Integrated volatility and round-off error
@@ Property / cites work: Integrated volatility and round-off error / rank @@
+Normal rank
@@ Property / cites work @@
+Q4521614
@@ Property / cites work: Q4521614 / rank @@
+Normal rank
@@ Property / cites work @@
+Partial differential equations. 3: Nonlinear equations
+Normal rank
@@ Property / cites work @@
+Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
+Normal rank
@@ Property / cites work @@
+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
+Normal rank