Optimal Kernel Estimation of Spot Volatility of Stochastic Differential Equations
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Cited by:
- Yaroslav Eumenius-Schulz, 2020. "Spot estimation for fractional Ornstein–Uhlenbeck stochastic volatility model: consistency and central limit theorem," Statistical Inference for Stochastic Processes, Springer, vol. 23(2), pages 355-380, July.
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