On the complete consistency of the kernel estimator of spot volatility

Guo-dong Xing and Shanchao Yang

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 21, 7576-7585

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.

Date: 2023
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DOI: 10.1080/03610926.2022.2049309

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