Pages that link to "Item:Q1952081"

The following pages link to Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081):

Displaying 5 items.

• Asymptotic equivalence for inference on the volatility from noisy observations (Q548535) (← links)
• Common price and volatility jumps in noisy high-frequency data (Q1657876) (← links)
• Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
• Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
• Estimating spot volatility with high-frequency financial data (Q2451790) (← links)