Volatility determination in an ambit process setting
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Publication:3094490
DOI10.1239/jap/1318940470zbMath1251.60043MaRDI QIDQ3094490
Ole Eiler Barndorff-Nielsen, Svend-Erik Graversen
Publication date: 25 October 2011
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1318940470
60G60: Random fields
62M30: Inference from spatial processes
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
60H99: Stochastic analysis
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