Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise

Author(s):: Munk, A.; Schmidt-Hieber, A.J. (0000-0003-2699-4990)

Published: 2010
Publication type: Article / Letter to editor

Date issued: 2010-12-31
Language: English
Is part of: Electronic Journal of Statistics (2010), Vol. 4, p. 781-821
hdl: 1887/61971
doi: 10.1214/10-EJS568
URL: https://projecteuclid.org/euclid.ejs/1283952132