Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973)
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scientific article; zbMATH DE number 6762729
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| English | Adaptive estimation of continuous-time regression models using high-frequency data |
scientific article; zbMATH DE number 6762729 |
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Adaptive estimation of continuous-time regression models using high-frequency data (English)
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21 August 2017
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adaptive estimation
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beta
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stochastic volatility
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spot variance
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semiparametric efficiency
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high-frequency data
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nonparametric volatility estimates
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Itô semimartingale setting
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0.784456193447113
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0.7825369238853455
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0.7505518794059753
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0.7481598854064941
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