{"paper":{"title":"The Fourier estimation method with positive semi-definite estimators","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"q-fin.ST","authors_text":"Jir\\^o Akahori, Maria Elvira Mancino, Nien-Lin Liu, Yukie Yasuda","submitted_at":"2014-10-01T05:53:45Z","abstract_excerpt":"In this paper we present a slight modification of the Fourier estimation method of the spot volatility (matrix) process of a continuous It\\^o semimartingale where the estimators are always non-negative definite. Since the estimators are factorized, computational cost will be saved a lot."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1410.0112","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}