Pages that link to "Item:Q2408746"
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The following pages link to Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746):
Displaying 3 items.
- Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414) (← links)
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)