Efficient sampling for realized variance estimation in time-changed diffusion models (Q6854604)
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scientific article; zbMATH DE number 8162969
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| English | Efficient sampling for realized variance estimation in time-changed diffusion models |
scientific article; zbMATH DE number 8162969 |
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Efficient sampling for realized variance estimation in time-changed diffusion models (English)
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24 February 2026
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business time
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efficient estimation
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high-frequency data
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hitting time
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pure jump process
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realized variance
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time-changed diffusion model
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