An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642)
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scientific article; zbMATH DE number 6289371
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| English | An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility |
scientific article; zbMATH DE number 6289371 |
Statements
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (English)
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28 April 2014
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LAMN property
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diffusion processes
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0.8336519598960876
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0.8099238276481628
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0.7968905568122864
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0.796393096446991
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0.7781848907470703
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