Study of some problems of statistical estimation in finance. (Q3550814)
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scientific article; zbMATH DE number 5689700
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| English | Study of some problems of statistical estimation in finance. |
scientific article; zbMATH DE number 5689700 |
Statements
6 April 2010
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stochastic volatility models
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discrete sampling
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high frequency data
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fractional Brownian motion
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scaling exponent
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adaptive estimation of quadratic functionals
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wavelet methods
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continuous time stochastic processes
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Besov spaces
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first order dyadic \(p\)-variation
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0.7764307260513306
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0.7727847695350647
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0.7615823745727539
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0.7614465951919556
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