$Local asymptotic normality property for fractional Gaussian noise under high-frequency observations$

Local asymptotic normality property for fractional Gaussian noise under high-frequency observations

12 October 2016

Papers citing "Local asymptotic normality property for fractional Gaussian noise under high-frequency observations"

1 / 1 papers shown

Title
Asymptotic equivalence for inference on the volatility from noisy observations M. Reiß 103 93 0 11 May 2011