Asymptotic equivalence for inference on the volatility from noisy observations (Q548535)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic equivalence for inference on the volatility from noisy observations |
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Asymptotic equivalence for inference on the volatility from noisy observations (English)
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29 June 2011
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high-frequency data
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diffusions with measurement error
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microstructure noise
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integrated volatility
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spot volatility estimation
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Le Cam deficiency
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equivalence of experiments
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Gaussian shift
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