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A note on estimation of quarticity based on spot volatility
Yi Guo · 2026-04-30 · via math.PR updates on arXiv.org

In this paper, we aim at estimating the quarticity of continuous Itô semimartingales. Instead of using some classical estimators, we introduce a more intuitive one and establish a central limit theorem (CLT) for it, with a convergence rate of $1/\sqrt{Δ_n}$ in the sense of stable convergence. Moreover, we compare the asymptotic variance of this estimator with that of other existing estimators.

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