Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597)

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Volatility estimation for stochastic PDEs using high-frequency observations
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    Volatility estimation for stochastic PDEs using high-frequency observations (English)
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    1 April 2020
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    high-frequency data
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    stochastic partial differential equation
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    random field
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    realized volatility
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    mixing-type limit theorem
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