Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations.
Zhi LiuPublished in: Finance Stochastics (2017)
Keyphrases
- robust estimation
- robust statistical
- least squares
- range image segmentation
- robust estimator
- random sample consensus
- robust statistics
- motion field
- missing data
- high breakdown
- stock market
- machine learning
- stock price
- robust estimators
- surface curvature
- noise removal
- markov chain
- motion estimation
- active learning
- three dimensional
- image segmentation