Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081)

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Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise
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    Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (English)
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    27 May 2013
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    Brownian motion
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    variance estimation
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    minimax rate
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    microstructure noise
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    Sobolev embedding
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