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Munk, A.; Schmidt-Hieber, A.J. (2010)

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

Article / Letter to editor
All authors
Munk, A.; Schmidt-Hieber, A.J.
Date
2010-12-31
Journal
Electronic Journal of Statistics
Volume
4
Pages
781 - 821
DOI
doi:10.1214/10-EJS568
Link
https://projecteuclid.org/euclid.ejs/1283952132