Strong consistency of the kernel estimator of spot volatility for diffusion process (Q6141817)
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scientific article; zbMATH DE number 7793066
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| English | Strong consistency of the kernel estimator of spot volatility for diffusion process |
scientific article; zbMATH DE number 7793066 |
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23 January 2024
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diffusion process
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spot volatility
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kernel
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estimator
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strong consistency
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0.7684859037399292
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0.7553879022598267
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0.7544069886207581
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0.7516289949417114
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0.7489598393440247
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