Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (Q2835311)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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