Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644)
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scientific article; zbMATH DE number 7210255
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| English | Optimal kernel estimation of spot volatility of stochastic differential equations |
scientific article; zbMATH DE number 7210255 |
Statements
Optimal kernel estimation of spot volatility of stochastic differential equations (English)
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9 June 2020
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spot volatility estimation
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kernel estimation
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bandwidth selection
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kernel function selection
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0.7865013480186462
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0.7607260346412659
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0.7604979872703552
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0.7531012892723083
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