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Asymptotic equivalence and sufficiency for volatility estimation under
  microstructure noise

Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise

18 January 2010
M. Reiß
ArXivPDFHTML

Papers citing "Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise"

2 / 2 papers shown
Title
Asymptotic Equivalence for Nonparametric Regression
Asymptotic Equivalence for Nonparametric Regression
Ion Grama
Michael Nussbaum
109
62
0
19 Dec 2024
Large Vector Auto Regressions
Large Vector Auto Regressions
Song Song
Peter J. Bickel
AI4TS
46
182
0
20 Jun 2011
1