Pages that link to "Item:Q1930660"
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The following pages link to Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660):
Displaying 10 items.
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- A mathematical analysis of the Gumbel test for jumps in stochastic volatility models (Q2821907) (← links)
- Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
- (Q3371942) (← links)
- Optimal estimation of the rough Hurst parameter in additive noise (Q6123285) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)
- Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)
- Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (Q6634872) (← links)
