Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model (Q2176391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model |
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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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