Volatility estimation from a view point of entropy

MaRDI QIDQ6749593arXivFDO

Authors Jirô Akahori, Ryuya Namba, Atsuhito Watanabe

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

arXiv classification

math.ST

This page was built for publication: Volatility estimation from a view point of entropy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6749593)