The following pages link to (Q3090322):
Displaying 9 items.
- Adaptive wavelet estimation of the diffusion coefficient under additive error measurements (Q1930660) (← links)
- Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- One approach to the problem of nonparametric estimation in statistics of random processes based on the method of ill-posed problem (Q2451255) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- Simultaneous confidence statements about the diffusion coefficient of an Itô-process with application to spot volatility estimation (Q2789186) (← links)
- (Q3550593) (← links)
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
- Nonparametric Bayesian volatility learning under microstructure noise (Q6176240) (← links)