Statistical inference for rough volatility: central limit theorems

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Probabilistic models and statistics for electronic financial markets in the digital age ⋮ Statistical inference for rough volatility: minimax theory

Cites Work

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