Pages that link to "Item:Q1002566"
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The following pages link to Estimation of the Brownian dimension of a continuous Itô process (Q1002566):
Displaying 8 items.
- Testing the local volatility assumption: a statistical approach (Q470421) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Estimation of Correlation for Continuous Semimartingales (Q3145567) (← links)
- On the minimal number of driving Lévy motions in a multivariate price model (Q4555292) (← links)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations (Q6559473) (← links)