Central limit theorems of range-based estimators for diffusion models

DOI10.1080/03610926.2018.1523432OpenAlexW2910162092WikidataQ128507855 ScholiaQ128507855MaRDI QIDQ5077958

Jingwei Cai, Quanxin Zhu, Ping Chen, Xia Mei

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1523432

zbMATH Keywords

central limit theoremhigh frequency dataconvergence in probabilityrange-based instantaneous volatility estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Nonparametric range-based double smoothing spot volatility estimation for diffusion models

Cites Work

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