Dokumente Naturwissenschaften, Mathematik und Informatik nach Autor "Sabel, Till"
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Simultaneous Confidence Statements about the Diffusion Coefficient of an Ito-Process with Application to Spot Volatility Estimation
Sabel, Till (2014-07-28)In this PhD thesis, we address the problem of giving simultaneous confidence statements about local features of the diffusion of an Itô process. To this end, we construct a multiscale test based on weighted quadratic ...