Pages that link to "Item:Q2186644"
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The following pages link to Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644):
Displaying 5 items.
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Uniform convergence rates for spot volatility estimation (Q6064073) (← links)
