Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind (Q6204807)
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scientific article; zbMATH DE number 7826613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind |
scientific article; zbMATH DE number 7826613 |
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Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind (English)
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2 April 2024
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Gaussian process
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realized power variation
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stable convergence
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integrated volatility
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Riemann-Stieljes integral
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