Uniform convergence rates for spot volatility estimation  

作　　者：Chen Li Pengtao Li Yilun Zhang 

机构地区：[1]Institute for Financial Studies,Shandong University,Jinan 250100,China [2]School of Mathematics,Shandong University,Jinan 250100,China [3]Research Center for Mathematics and Interdisciplinary Sciences,Shandong University,Qingdao 266237,China

出　　处：《Probability, Uncertainty and Quantitative Risk》2023年第3期321-332,共12页概率、不确定性与定量风险（英文）

摘　　要：This study presents the uniform convergence rate for spot volatility estimators based on delta sequences.Kernel and Fourier-based estimators are examples of this type of estimator.We also present the uniform convergence rates for kernel and Fourier-based estimators of spot volatility as applications of the main result.

关 键 词：Spot volatility Uniform convergence rates Itôsemimartingale 

分 类 号：O21[理学—概率论与数理统计]