G-M integrated type instantaneous volatility estimation
zbMATH Open1480.60244MaRDI QIDQ5237656FDOQ5237656
Authors: Xin Yang, Shanchao Yang, Wei-Wei Xu 
Publication date: 18 October 2019
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asymptotic propertiesdiffusion processinstantaneous volatilityGasser-Müller integrated type estimator
Asymptotic properties of nonparametric inference (62G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Non-Markovian processes: estimation (62M09) Diffusion processes (60J60) Stochastic models in economics (91B70)
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