$Pre-averaging fractional processes contaminated by noise, with an application to turbulence$

Pre-averaging fractional processes contaminated by noise, with an application to turbulence

1 December 2022

Papers citing "Pre-averaging fractional processes contaminated by noise, with an application to turbulence"

4 / 4 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
Statistical inference for rough volatility: Minimax Theory Carsten H. Chong M. Hoffmann Yanghui Liu M. Rosenbaum Grégoire Szymanski 38 12 0 03 Oct 2022
Rate-optimal estimation of mixed semimartingales Carsten H. Chong T. Delerue Fabian Mies 26 5 0 21 Jul 2022
Optimal estimation of the rough Hurst parameter in additive noise Grégoire Szymanski 29 6 0 25 May 2022