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On the complete consistency of the kernel estimator of spot volatility
Abstract Under some mild conditions, we study the complete consistency and the uniformly complete consistency of the NW type kernel estimator of spot volatility, respectively. In addition, the corresponding convergence rates are also given.
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The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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