Efficient estimation of integrated volatility functionals via multiscale jackknife
type: Item
instance of: scholarly article
title: Efficient estimation of integrated volatility functionals via multiscale jackknife
zbMATH Open document ID: 1481.60052
DOI: 10.1214/18-AOS1684
author: Jia Li
author: Yunxiao Liu
author: Dacheng Xiu
published in: The Annals of Statistics
publication date: 2019-03-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1543568585
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 7036198
zbMATH Keywords: high-frequency data
zbMATH Keywords: jackknife
zbMATH Keywords: semimartingale
zbMATH Keywords: spot volatility
MaRDI profile type: Publication
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Wikidata QID: Q128848515
description: scientific article; zbMATH DE number 7036198