Non-parametric volatility estimation in continuous time
zbMATH Open1272.62068MaRDI QIDQ367547FDOQ367547
Authors: Neale A. El-Dash, Luiz Koodi Hotta, Aluísio Pinheiro 
Publication date: 16 September 2013
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
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Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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