Rate-optimal estimation of mixed semimartingales

21 July 2022

Papers citing "Rate-optimal estimation of mixed semimartingales"

4 / 4 papers shown

Title
Statistical inference for rough volatility: Central limit theorems Carsten H. Chong M. Hoffmann Yanghui Liu M. Rosenbaum Grégoire Szymanski 68 18 0 03 Oct 2022
$Estimation of mixed fractional stable processes using high-frequency data$ Estimation of mixed fractional stable processes using high-frequency data Fabian Mies M. Podolskij 46 4 0 15 Aug 2022
Short-time expansion of characteristic functions in a rough volatility setting with applications Carsten H. Chong Viktor Todorov 17 4 0 01 Aug 2022
Estimation of the Hurst parameter from continuous noisy data P. Chigansky M. Kleptsyna 47 3 0 23 May 2022