{"id":"https://openalex.org/W7225407944","doi":"https://doi.org/10.1016/j.jmaa.2026.131169","title":"Uniform convergence of the positive semi-definite modification of Malliavin-Mancino estimator for the spot volatility process","display_name":"Uniform convergence of the positive semi-definite modification of Malliavin-Mancino estimator for the spot volatility process","publication_year":2026,"publication_date":"2026-11-06","ids":{"openalex":"https://openalex.org/W7225407944","doi":"https://doi.org/10.1016/j.jmaa.2026.131169"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmaa.2026.131169","doi":"https://doi.org/10.1016/j.jmaa.2026.131169","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmaa.2026.131169","pdf_url":null,"source":{"id":"https://openalex.org/S151579836","display_name":"Journal of Mathematical Analysis and Applications","issn_l":"0022-247X","issn":["0022-247X","1096-0813"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Mathematical Analysis and Applications","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1016/j.jmaa.2026.131169","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5056172436","display_name":"Jir\u00f4 Akahori","orcid":"https://orcid.org/0000-0001-5214-9585","observed_orcids":["https://orcid.org/0000-0001-5214-9585"]},"institutions":[{"id":"https://openalex.org/I135768898","display_name":"Ritsumeikan University","ror":"https://ror.org/0197nmd03","country_code":"JP","type":"education","lineage":["https://openalex.org/I135768898","https://openalex.org/I4390039241"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Jir\u00f4 Akahori","raw_affiliation_strings":["Ritsumeikan University, Shiga, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ritsumeikan University, Shiga, Japan","institution_ids":["https://openalex.org/I135768898"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5117510941","display_name":"Reika Kambara","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I135768898","display_name":"Ritsumeikan University","ror":"https://ror.org/0197nmd03","country_code":"JP","type":"education","lineage":["https://openalex.org/I135768898","https://openalex.org/I4390039241"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Reika Kambara","raw_affiliation_strings":["Ritsumeikan University, Shiga, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ritsumeikan University, Shiga, Japan","institution_ids":["https://openalex.org/I135768898"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5072303272","display_name":"G\u00f4 Y\u00fbki","orcid":"https://orcid.org/0000-0002-7205-2390","observed_orcids":["https://orcid.org/0000-0002-7205-2390"]},"institutions":[{"id":"https://openalex.org/I135768898","display_name":"Ritsumeikan University","ror":"https://ror.org/0197nmd03","country_code":"JP","type":"education","lineage":["https://openalex.org/I135768898","https://openalex.org/I4390039241"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"G\u00f4 Y\u00fbki","raw_affiliation_strings":["Ritsumeikan University, Shiga, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ritsumeikan University, Shiga, Japan","institution_ids":["https://openalex.org/I135768898"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5117510941"],"corresponding_institution_ids":["https://openalex.org/I135768898"],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":{"value":3190,"currency":"USD","value_usd":3190},"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"568","issue":"1","first_page":"131169","last_page":"131169"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8687000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8687000274658203,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.12759999930858612,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.00039999998989515007,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/uniform-convergence","display_name":"uniform convergence","score":0.75},{"id":"https://openalex.org/keywords/high-frequency-data","display_name":"high-frequency data","score":0.7770000100135803},{"id":"https://openalex.org/keywords/convergence-rate","display_name":"convergence rate","score":0.8019999861717224},{"id":"https://openalex.org/keywords/semimartingales","display_name":"semimartingales","score":0.9089999794960022},{"id":"https://openalex.org/keywords/discretization-error","display_name":"discretization error","score":0.7459999918937683},{"id":"https://openalex.org/keywords/financial-econometrics","display_name":"financial econometrics","score":0.41999998688697815}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8597000241279602},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7199000120162964},{"id":"https://openalex.org/C157709441","wikidata":"https://www.wikidata.org/wiki/Q1411887","display_name":"Uniform convergence","level":3,"score":0.6563000082969666},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.6105999946594238},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5720000267028809},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5541999936103821},{"id":"https://openalex.org/C133939421","wikidata":"https://www.wikidata.org/wiki/Q6865379","display_name":"Minimax estimator","level":4,"score":0.35929998755455017},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3506999909877777},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.32820001244544983},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.32109999656677246},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.31769999861717224},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.28630000352859497},{"id":"https://openalex.org/C90377204","wikidata":"https://www.wikidata.org/wiki/Q1052594","display_name":"Uniform boundedness","level":3,"score":0.28380000591278076},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.28369998931884766},{"id":"https://openalex.org/C165646398","wikidata":"https://www.wikidata.org/wiki/Q3755281","display_name":"Minimum-variance unbiased estimator","level":3,"score":0.2700999975204468},{"id":"https://openalex.org/C65092005","wikidata":"https://www.wikidata.org/wiki/Q7885107","display_name":"Uniform limit theorem","level":2,"score":0.2687000036239624},{"id":"https://openalex.org/C14928880","wikidata":"https://www.wikidata.org/wiki/Q1512559","display_name":"Normal convergence","level":4,"score":0.26260000467300415},{"id":"https://openalex.org/C164172150","wikidata":"https://www.wikidata.org/wiki/Q1782585","display_name":"Consistent estimator","level":4,"score":0.25529998540878296}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.jmaa.2026.131169","doi":"https://doi.org/10.1016/j.jmaa.2026.131169","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmaa.2026.131169","pdf_url":null,"source":{"id":"https://openalex.org/S151579836","display_name":"Journal of Mathematical Analysis and Applications","issn_l":"0022-247X","issn":["0022-247X","1096-0813"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Mathematical Analysis and Applications","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1016/j.jmaa.2026.131169","doi":"https://doi.org/10.1016/j.jmaa.2026.131169","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmaa.2026.131169","pdf_url":null,"source":{"id":"https://openalex.org/S151579836","display_name":"Journal of Mathematical Analysis and Applications","issn_l":"0022-247X","issn":["0022-247X","1096-0813"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Mathematical Analysis and Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1481289643","https://openalex.org/W1984849251","https://openalex.org/W1987941263","https://openalex.org/W2017412726","https://openalex.org/W2029264796","https://openalex.org/W2159382373","https://openalex.org/W2337520758","https://openalex.org/W2949695413","https://openalex.org/W4414989298"],"related_works":["https://openalex.org/W4387066511","https://openalex.org/W4404088530","https://openalex.org/W3124214258","https://openalex.org/W7224741329","https://openalex.org/W6964197493","https://openalex.org/W4364385320","https://openalex.org/W7124302075","https://openalex.org/W4213295330","https://openalex.org/W4297781223","https://openalex.org/W2252369586"],"abstract_inverted_index":{"This":[0,47],"paper":[1],"establishes":[2],"a":[3,8,66,127,173,200,208,234],"uniform":[4,56,180,197],"convergence":[5,57,63,198],"result":[6,51],"for":[7,18,169,195,212,237],"positive":[9],"semi-definite":[10],"modification":[11],"of":[12,68,73,114,199],"the":[13,20,33,54,71,74,78,89,95,112,118,123,130,139,145,148,165,179,182,196,213,217,224,228],"Malliavin-Mancino":[14],"Fourier":[15],"estimator,":[16,29,35],"designed":[17],"estimating":[19],"spot":[21,97],"volatility":[22,75,98,220],"process":[23,76,99,125],"from":[24],"high-frequency,":[25],"non-synchronized":[26,120],"data.":[27],"The":[28],"referred":[30],"to":[31,94],"as":[32,227],"PDF":[34],"was":[36,45],"previously":[37],"introduced":[38],"and":[39,77,83,136,147,242],"its":[40,62],"consistency":[41],"in":[42,58,117,133,178,239],"L":[43],"2":[44],"established.":[46],"work":[48],"strengthens":[49],"that":[50,88,216],"by":[52],"proving":[53],"estimator's":[55],"probability":[59],"together":[60],"with":[61],"rate.":[64],"Under":[65],"set":[67],"assumptions":[69],"concerning":[70],"regularity":[72],"relationship":[79],"between":[80],"tuning":[81],"parameters":[82],"observation":[84,229],"frequency,":[85],"we":[86],"demonstrate":[87],"proposed":[90],"estimator":[91,175,202],"converges":[92],"uniformly":[93],"true":[96,225],"at":[100],"any":[101,152],"order":[102,153,193],"strictly":[103,154],"smaller":[104,155],"than":[105,156],"n":[106,116,157],"\u2212":[107,158],"1":[108,159],"/":[109,160],"7":[110],"against":[111],"number":[113],"observations":[115,131],"general":[119],"setting,":[121],"provided":[122],"underlying":[124],"is":[126,233],"semimartingale.":[128],"When":[129],"are":[132],"addition":[134],"synchronous":[135],"equally":[137],"spaced,":[138],"discretization":[140],"error":[141],"becomes":[142],"orthogonal":[143],"on":[144],"grid":[146],"same":[149],"analysis":[150],"yields":[151],"4":[161],",":[162],"which":[163,232],"matches":[164],"optimal":[166],"rate":[167],"known":[168],"classical":[170],"pointwise":[171],"estimators;":[172],"global":[174,201],"thus":[176],"attains,":[177],"topology,":[181],"accuracy":[183],"hitherto":[184],"established":[185],"only":[186],"pointwise.":[187],"Since":[188],"there":[189],"has":[190],"been":[191],"no":[192],"estimates":[194],"like":[203],"Malliavin-Mancino's,":[204],"these":[205],"findings":[206],"provide":[207],"stronger":[209],"theoretical":[210],"guarantee":[211],"method,":[214],"ensuring":[215],"entire":[218],"estimated":[219],"path":[221,226],"closely":[222],"approximates":[223],"density":[230],"increases,":[231],"crucial":[235],"property":[236],"applications":[238],"financial":[240],"econometrics":[241],"risk":[243],"management.":[244]},"counts_by_year":[],"updated_date":"2026-11-09T13:22:03.289127","created_date":"2026-11-07T00:00:00"}