Cover Image

Nonparametric inference for spot volatility in pure-jump semimartingales

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Yan, Chengxin, Chen, Dachuan, Li, Jia
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Nonparametric density estimation for the small jumps of Lévy processes
by: Duval, Céline, et al.
Published: (2024)

Statistical inference for rough volatility: Minimax Theory
by: Chong, Carsten, et al.
Published: (2022)

Rate-optimal estimation of mixed semimartingales
by: Chong, Carsten H., et al.
Published: (2022)

Robustified Gaussian quasi-likelihood inference for volatility
by: Eguchi, Shoichi, et al.
Published: (2025)

Estimation of a pure-jump stable Cox-Ingersoll-Ross process
by: Bayraktar, Elise, et al.
Published: (2023)

A note on estimation of quarticity based on spot volatility
by: Guo, Yi
Published: (2026)

The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties
by: Ayed, Fadhel, et al.
Published: (2020)

Statistical inference in SEM for diffusion processes with jumps based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2025)

Spectral analysis of high-dimensional spot volatility matrix with applications
by: Liu, Qiang, et al.
Published: (2025)

Quasi-likelihood ratio test for jump-diffusion processes based on adaptive maximum likelihood inference
by: Nishikawa, Hiromasa, et al.
Published: (2025)

Nonparametric Bayesian inference for reversible multi-dimensional diffusions
by: Giordano, Matteo, et al.
Published: (2020)

Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
by: Rao, B. L. S. Prakasa
Published: (2024)

Nonparametric inference for Poisson-Laguerre tessellations
by: van der Jagt, Thomas, et al.
Published: (2025)

Nonparametric estimation of linear multiplier for stochastic differential equations driven by multiplicative stochastic volatility
by: Rao, B. L. S Prakasa
Published: (2024)

On low frequency inference for diffusions without the hot spots conjecture
by: Alberti, Giovanni S., et al.
Published: (2024)

Asymptotic Equivalence for Nonparametric Regression
by: Grama, Ion, et al.
Published: (2024)

Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent
by: Bibinger, Markus, et al.
Published: (2023)

Nonparametric Estimation For Censored Circular Data
by: Conanec, Nicolas
Published: (2025)

Nonparametric inference of higher order interaction patterns in networks
by: Wegner, Anatol E., et al.
Published: (2024)

Nonparametric Instrumental Variable Regression with Observed Covariates
by: Shen, Zikai, et al.
Published: (2025)

Predictive information criterion for jump diffusion processes
by: Uehara, Yuma
Published: (2025)

Nonparametric inference under shape constraints: past, present and future
by: Samworth, Richard J.
Published: (2025)

Nonparametric, tuning-free estimation of S-shaped functions
by: Feng, Oliver Y., et al.
Published: (2021)

A GMM approach to estimate the roughness of stochastic volatility
by: Bolko, Anine E., et al.
Published: (2020)

Nonparametric two sample test of spectral densities
by: Nadin, Ilaria, et al.
Published: (2026)

Nonparametric estimation of FBSDEs with random terminal time
by: Ji, Shaolin, et al.
Published: (2024)

Worst-case Nonparametric Bounds for the Student T-statistic
by: Edelman, David
Published: (2025)

Asymptotic Equivalence for Nonparametric Generalized Linear Models
by: Grama, Ion, et al.
Published: (2024)

Bayesian Nonparametric Inference for "Species-sampling" Problems
by: Balocchi, Cecilia, et al.
Published: (2022)

Classifier-Based Nonparametric Sequential Hypothesis Testing
by: Hsu, Chia-Yu, et al.
Published: (2026)

Encompassing Tests for Nonparametric Regressions
by: Lapenta, Elia, et al.
Published: (2022)

Nonparametric Inference on Unlabeled Histograms
by: Ma, Yun, et al.
Published: (2025)

Efficient estimation of stable Levy process with symmetric jumps
by: Brouste, Alexandre, et al.
Published: (2018)

Nonparametric Two-Sample Testing by Betting
by: Shekhar, Shubhanshu, et al.
Published: (2021)

Local Learning for Covariate Selection in Nonparametric Causal Effect Estimation with Latent Variables
by: Li, Zheng, et al.
Published: (2024)

Robustified Gaussian quasi-BIC for volatility
by: Eguchi, Shoichi, et al.
Published: (2026)

Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
by: Belomestny, Denis, et al.
Published: (2023)

Nonparametric Bandits with Single-Index Rewards: Optimality and Adaptivity
by: Ma, Wanteng, et al.
Published: (2025)

Nonparametric Estimation of the Transition Density Function for Diffusion Processes
by: Comte, Fabienne, et al.
Published: (2024)

Nonparametric Estimation in SDE Models Involving an Explanatory Process
by: Comte, Fabienne, et al.
Published: (2025)