Uniform convergence rates for spot volatility estimation (Q6064073): Difference between revisions

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+Modeling and Forecasting Realized Volatility
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+Microstructure Noise, Realized Variance, and Optimal Sampling
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
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+Spot volatility estimation for high-frequency data
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+Optimal kernel estimation of spot volatility of stochastic differential equations
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+Edgeworth corrections for spot volatility estimator
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+Discretization of processes.
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+Q4778955
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+ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING
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+NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH
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+Fourier series method for measurement of multivariate volatilities
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+Spot volatility estimation using delta sequences
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+Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
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+Estimating spot volatility with high-frequency financial data
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