Optimal estimation of the rough Hurst parameter in additive noise

25 May 2022

Papers citing "Optimal estimation of the rough Hurst parameter in additive noise"

2 / 2 papers shown

Title
Statistical inference for rough volatility: Central limit theorems Carsten H. Chong M. Hoffmann Yanghui Liu M. Rosenbaum Grégoire Szymanski 46 18 0 03 Oct 2022
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements M. Hoffmann Axel Munk Johannes Schmidt-Hieber 93 21 0 27 Jul 2010