Rate-optimal estimation of mixed semimartingales

21 July 2022

Papers citing "Rate-optimal estimation of mixed semimartingales"

2 / 2 papers shown

Title
Statistical inference for rough volatility: Central limit theorems Carsten H. Chong M. Hoffmann Yanghui Liu M. Rosenbaum Grégoire Szymanski 40 18 0 03 Oct 2022
Estimation of the Hurst parameter from continuous noisy data P. Chigansky M. Kleptsyna 23 3 0 23 May 2022