Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise (Q2792279)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise |
scientific article; zbMATH DE number 6552208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise |
scientific article; zbMATH DE number 6552208 |
Statements
Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise (English)
0 references
8 March 2016
0 references
quadratic variation
0 references
realized variation
0 references
high-frequency
0 references
microstructure noise
0 references
0 references
0 references
