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Convergence rate for integrated self-weighted volatility by using intraday high-frequency data with noise.

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Title: Convergence rate for integrated self-weighted volatility by using intraday high-frequency data with noise.
Authors: Erlin Guo1, Cuixia Li1 lcx@xzit.edu.cn, Ling, Patrick2, Fengqin Tang3
Source: AIMS Mathematics. 2023, Vol. 8 Issue 12, p31070-31091. 22p.
Database: Mathematics Source
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Header DbId: msf
DbLabel: Mathematics Source
An: 174193276
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Convergence rate for integrated self-weighted volatility by using intraday high-frequency data with noise.
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  Data: <searchLink fieldCode="AR" term="%22Erlin+Guo%22">Erlin Guo</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Cuixia+Li%22">Cuixia Li</searchLink><relatesTo>1</relatesTo><i> lcx@xzit.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Ling%2C+Patrick%22">Ling, Patrick</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AR" term="%22Fengqin+Tang%22">Fengqin Tang</searchLink><relatesTo>3</relatesTo>
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  Data: <searchLink fieldCode="JN" term="%22AIMS+Mathematics%22">AIMS Mathematics</searchLink>. 2023, Vol. 8 Issue 12, p31070-31091. 22p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=174193276
RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.3934/math.20231590
    Languages:
      – Code: eng
        Text: English
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        PageCount: 22
        StartPage: 31070
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      – TitleFull: Convergence rate for integrated self-weighted volatility by using intraday high-frequency data with noise.
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            NameFull: Erlin Guo
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            NameFull: Cuixia Li
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            NameFull: Ling, Patrick
      – PersonEntity:
          Name:
            NameFull: Fengqin Tang
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            – D: 01
              M: 12
              Text: 2023
              Type: published
              Y: 2023
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              Value: 8
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              Value: 12
          Titles:
            – TitleFull: AIMS Mathematics
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