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Statistical inference for time-inhomogeneous volatility models

Published:2004-04-01 Issue:2 Volume:32 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Mercurio Danilo¹,Spokoiny Vladimir²

Affiliation:

1. Humboldt-Universität zu Berlin

2. Weierstrass-Institute

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aos/1083178939

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