Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Almut E.D. Veraart"'
Publikováno v:
Stochastic Processes and their Applications. 145:241-268
This article generalises the concept of realised covariation to Hilbert-space-valued stochastic processes. More precisely, based on high-frequency functional data, we construct an estimator of the trace-class operator-valued integrated volatility pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f6fd719851de1d3bcd87291704dfa79
https://doi.org/10.1016/j.spa.2021.12.011
https://doi.org/10.1016/j.spa.2021.12.011
