Persistent URL of this record https://hdl.handle.net/1887/65479
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- Borrowing_Strength_6oe2010oe43
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Lower bounds for volatility estimation in microstructure noise models
- All authors
- Munk, A.; Schmidt-Hieber, A.J.
- Editor(s)
- Berger, J.O.; Cai, T.T.; Johnstone, I.M.
- Date
- 2010
- Title of host publication
- Borrowing strength: theory powering applications - a Festschrift for Lawrence D. Brown
- Pages
- 43 - 55
Publication Series
- Name
- 6
Review of
- Series
- Inst. Math. Stat. Collect.