关于现货波动率核估计量的完全一致性

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2023-11-02 DOI:10.1080/03610926.2022.2049309

Guo-Dong Xing, Shanchao Yang

引用次数: 0

摘要

在一些温和条件下，分别研究了现货波动率NW型核估计量的完全相合性和一致完全相合性。并给出了相应的收敛速率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the complete consistency of the kernel estimator of spot volatility

Abstract Under some mild conditions, we study the complete consistency and the uniformly complete consistency of the NW type kernel estimator of spot volatility, respectively. In addition, the corresponding convergence rates are also given.

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.