On the complete consistency of the kernel estimator of spot volatility

被引：0

作者：

Xing, Guo-dong ^{[1
]}

Yang, Shanchao ^{[2
]}

机构：

[1] Hefei Normal Univ, Sch Math & Stat, Hefei, Peoples R China

[2] Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 21期

关键词：

Kernel estimation; spot volatility; complete convergence; convergence rate;

D O I：

10.1080/03610926.2022.2049309

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：7576 / 7585

页数：10

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