Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms (Q5146684)
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scientific article; zbMATH DE number 7301560
Language | Label | Description | Also known as |
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English | Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms |
scientific article; zbMATH DE number 7301560 |
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Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms (English)
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26 January 2021
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Malliavin-Mancino estimators
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nonuniform fast Fourier transforms
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Epps effect
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