scientific article

zbMath1185.91007MaRDI QIDQ3550814

Mathieu Rosenbaum

Publication date: 6 April 2010

Full work available at URL: http://pastel.paristech.org/3765/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motionBesov spacesscaling exponenthigh frequency datastochastic volatility modelsdiscrete samplingwavelet methodscontinuous time stochastic processesadaptive estimation of quadratic functionalsfirst order dyadic \(p\)-variation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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