Pages that link to "Item:Q2405147"
From MaRDI portal
The following pages link to Testing the maximal rank of the volatility process for continuous diffusions observed with noise (Q2405147):
Displaying 5 items.
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- On the minimal number of driving Lévy motions in a multivariate price model (Q4555292) (← 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)