Efficient estimation of integrated volatility functionals via multiscale jackknife

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Publication:1731750

DOI10.1214/18-AOS1684zbMath1481.60052WikidataQ128848515 ScholiaQ128848515MaRDI QIDQ1731750

Jia Li, Yunxiao Liu, Dacheng Xiu

Publication date: 14 March 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1543568585




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