Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (Q2835311): Difference between revisions

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Latest revision as of 01:35, 13 July 2024

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Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing
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    Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (English)
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    2 December 2016
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    asymptotic distribution theory
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    asynchronous observations
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    conditional independence
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    high-frequency data
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    microstructure noise
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    multivariate limit theorems
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