Simultaneous confidence statements about the diffusion coefficient of an Itô-process with application to spot volatility estimation (Q2789186)
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scientific article; zbMATH DE number 6546510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous confidence statements about the diffusion coefficient of an Itô-process with application to spot volatility estimation |
scientific article; zbMATH DE number 6546510 |
Statements
26 February 2016
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diffuison
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Itô process
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nonparametric statistics
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multiscale testing
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volatility estimation
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Simultaneous confidence statements about the diffusion coefficient of an Itô-process with application to spot volatility estimation (English)
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