G-M integrated type instantaneous volatility estimation (Q5237656)
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scientific article; zbMATH DE number 7119562
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| English | G-M integrated type instantaneous volatility estimation |
scientific article; zbMATH DE number 7119562 |
Statements
18 October 2019
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diffusion process
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instantaneous volatility
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Gasser-Müller integrated type estimator
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asymptotic properties
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0.7978891730308533
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0.7972322106361389
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0.795551598072052
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0.7950683236122131
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0.7908259034156799
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