Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise

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Publication:1952081

DOI10.1214/10-EJS568zbMath1329.62366arXiv0908.3163MaRDI QIDQ1952081

Axel Munk, Johannes Schmidt-Hieber

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.3163




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