Strong Consistency of the Kernel Estimator of Spot Volatility for Diffusion Process#br#

Strong Consistency of the Kernel Estimator of Spot Volatility for Diffusion Process#br#

YANG Xin, YANG Shanchao, XING Guodong, YANG Xiutao

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PDF(148 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2023, Vol. 39 ›› Issue (3) : 383-393. DOI: 10.3969/j.issn.1001-4268.2023.03.005

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Strong Consistency of the Kernel Estimator of Spot Volatility for Diffusion Process#br#

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2023, 39(3): 383-393 https://doi.org/10.3969/j.issn.1001-4268.2023.03.005

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