Pages that link to "Item:Q2006760"
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The following pages link to Edgeworth corrections for spot volatility estimator (Q2006760):
Displaying 5 items.
- Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
- Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation (Q4558602) (← links)
- Validity of Edgeworth expansions for realized volatility estimators (Q5093928) (← links)
- Uniform convergence rates for spot volatility estimation (Q6064073) (← links)
- Correcting spot power variation estimator via Edgeworth expansion (Q6622513) (← links)