Pages that link to "Item:Q1766043"
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The following pages link to Rate of convergence for parametric estimation in a stochastic volatility model. (Q1766043):
Displaying 12 items.
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062) (← links)
- Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)
- Inference on the maximal rank of time-varying covariance matrices using high-frequency data (Q6117051) (← links)
- Statistical inference for rough volatility: minimax theory (Q6621523) (← links)
