Thomas Delerue | DeepAI

DeepAI

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Featured Co-authors

Fabian Mies
9 publications
Carsten Chong
8 publications
Guoying Li
1 publication

research

∙ 07/21/2022

Rate-optimal estimation of mixed semimartingales

Consider the sum Y=B+B(H) of a Brownian motion B and an independent frac...

0 Carsten Chong, et al. ∙

research

∙ 06/30/2021

Mixed semimartingales: Volatility estimation in the presence of fractional noise

We consider the problem of estimating volatility for high-frequency data...

0 Carsten Chong, et al. ∙