The following pages link to (Q4349243):
Displaying 50 items.
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Realized range-based estimation of integrated variance (Q289157) (← links)
- Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
- An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (Q429296) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
- Integrated volatility and round-off error (Q605018) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
- Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
- Local asymptotic mixed normality property for nonsynchronously observed diffusion processes (Q888473) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
- Bias-correcting the realized range-based variance in the presence of market microstructure noise (Q964674) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
- Extended convergence to continuous in probability processes with independent increments (Q1078908) (← links)
- Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
- Efficient asymptotic variance reduction when estimating volatility in high frequency data (Q1668576) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book (Q1740296) (← links)
- Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Non-linear functionals of the Brownian bridge and some applications. (Q1879521) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Central limit theorem for the antithetic multilevel Monte Carlo method (Q2170368) (← links)
- Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering (Q2174790) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259) (← links)
- Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
- Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172) (← links)
- An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
- Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
- Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
- Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent (Q2701807) (← links)
