Subsampling realised kernels (Q737277): Difference between revisions

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+Ultra high frequency volatility estimation with dependent microstructure noise
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+Q5631966
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+The Distribution of Realized Exchange Rate Volatility
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+Microstructure Noise, Realized Variance, and Optimal Sampling
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+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
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+The jackknife and the bootstrap for general stationary observations
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+ANOVA for diffusions and Itō processes
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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+Subsampling
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