The SIML method without microstructure noise (Q6670081)
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: The SIML method without microstructure noise |
scientific article; zbMATH DE number 7973753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The SIML method without microstructure noise |
scientific article; zbMATH DE number 7973753 |
Statements
The SIML method without microstructure noise (English)
0 references
22 January 2025
0 references
SIML method
0 references
Malliavin-Mancino's Fourier estimator
0 references
non-parametric estimation
0 references
consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
