Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391)
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scientific article; zbMATH DE number 7196080
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| English | Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model |
scientific article; zbMATH DE number 7196080 |
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Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (English)
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4 May 2020
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diffusion models
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volatility function
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asymptotic normality
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bias and variance reduction
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nonstationary high frequency financial data
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0.7785995006561279
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0.7775890827178955
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0.7666667699813843
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0.7626176476478577
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0.7608850002288818
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