Pages that link to "Item:Q2447642"
From MaRDI portal
The following pages link to An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642):
Displaying 14 items.
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
- Information bounds for inverse problems with application to deconvolution and Lévy models (Q902884) (← links)
- Efficient estimation of integrated volatility functionals via multiscale jackknife (Q1731750) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
- Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
- Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) (← links)
- Microstructure noise in the continuous case: approximate efficiency of the adaptive pre-averaging method (Q2347451) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices (Q2956058) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS (Q4959130) (← links)