Lower bounds for volatility estimation in microstructure noise models

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

Editor(s):: Berger, J.O.; Cai, T.T.; Johnstone, I.M.

Published: 2010
Publication type: Part of book or chapter of book

Date issued: 2010
Language: English
Publisher: Beachwood, Ohio, USA: Institute of Mathematical Statistics
Is part of: Borrowing strength: theory powering applications - a Festschrift for Lawrence D. Brown (2010), Pt. 6, p. 43-55
hdl: 1887/65479
doi: 10.1214/10-IMSCOLL604
URL: https://projecteuclid.org/euclid.imsc/1288099011

Review of

Series: Inst. Math. Stat. Collect.