activity
20202025
most citedNon-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data

4 citations · 8 across the 9 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2020

AdaVol: An Adaptive Recursive Volatility Prediction Method

Nicklas Werge, Olivier Wintenberger

Quasi-Maximum Likelihood (QML) procedures are theoretically appealing and widely used for statistical inference. While there are extensive references on QML estimation in batch set…