A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
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Publication:2510829
DOI10.1214/13-AOS1179zbMath1305.62036arXiv1209.4173MaRDI QIDQ2510829
Publication date: 4 August 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.4173
62G20: Asymptotic properties of nonparametric inference
62M09: Non-Markovian processes: estimation
62C20: Minimax procedures in statistical decision theory
60G48: Generalizations of martingales
60H99: Stochastic analysis
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