Pages that link to "Item:Q3405601"

The following pages link to A central limit theorem for the functional estimation of the spot volatility (Q3405601):

Displayed 5 items.

• Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis (Q1684768) ‎ (← links)
• Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) ‎ (← links)
• Spot volatility estimation using delta sequences (Q2339119) ‎ (← links)
• Estimating spot volatility with high-frequency financial data (Q2451790) ‎ (← links)
• An integrated cross-volatility estimation for asynchronous noisy data (Q2892937) ‎ (← links)