Citation: Reiß, Markus, Asymptotic equivalence for inference on the volatility from noisy observations, Annals of statistics , 39(2), 2011, pp. 772-802
Citation: Reiß, Markus, Asymptotic Equivalence for Nonparametric Regression with Multivariate and Random Design, Annals of statistics , 36(4), 2008, pp. 1957-1982
Authors:
Bibinger, Markus
Jirak, Moritz
Reiß, Markus
Citation: Bibinger, Markus et al., Volatility estimation under one-sided errors with applications to limit order books, Annals of applied probability , 26(5), 2016, pp. 2754-2790