Pages that link to "Item:Q2485787"

The following pages link to Stochastic volatility and fractional Brownian motion (Q2485787):

Displaying 17 items.

• Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
• Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
• Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
• Estimation in models driven by fractional Brownian motion (Q731662) (← links)
• Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
• Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
• Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
• Difference based estimators and infill statistics (Q2339214) (← links)
• Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information (Q2448712) (← links)
• Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
• Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← links)
• Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
• Estimation of the long memory parameter in stochastic volatility models by quadratic variations (Q4923219) (← links)
• The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
• THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
• Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
• Statistical inference for rough volatility: minimax theory (Q6621523) (← links)