volatility-estimation

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DaanZunnenberg / FunctionalMH

Research code for nonparametric stationarity testing of diffusion processes using time-domain and state-domain volatility estimation. Includes simulation studies, statistical inference, and empirical applications.

stochastic-processes diffusion-process stationarity-testing volatility-estimation

Updated Jul 17, 2026
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volatility-estimation

Here is 1 public repository matching this topic...

DaanZunnenberg / FunctionalMH

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