Adaptive wavelet estimation of the diffusion coefficient under additive error measurements

27 July 2010

Papers citing "Adaptive wavelet estimation of the diffusion coefficient under additive error measurements"

3 / 3 papers shown

Title
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise M. Bibinger 31 2 0 05 Jan 2023
Estimating time-changes in noisy Lévy models Adam D. Bull 45 10 0 20 Dec 2013
Asymptotic equivalence for inference on the volatility from noisy observations M. Reiß 67 93 0 11 May 2011