Pages that link to "Item:Q2280017"
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The following pages link to Change-point inference on volatility in noisy Itô semimartingales (Q2280017):
Displaying 5 items.
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Cusum tests for changes in the Hurst exponent and volatility of fractional Brownian motion (Q2307406) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Detection of a structural break in intraday volatility pattern (Q6615474) (← links)
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095) (← links)