Pages that link to "Item:Q1327830"

The following pages link to Bartlett type identities for martingales (Q1327830):

Displaying 14 items.

• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Estimating covariation: Epps effect, microstructure noise (Q737259) (← links)
• Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
• Decoding the h-likelihood (Q907955) (← links)
• Embedding and asymptotic expansions for martingales (Q1902865) (← links)
• Bayesian empirical likelihood for ridge and Lasso regressions (Q2305317) (← links)
• The observed asymptotic variance: hard edges, and a regression approach (Q2658793) (← links)
• The Double Gaussian Approximation for High Frequency Data (Q2911663) (← links)
• Cumulants and Bartlett Identities in Cox Regression (Q2956048) (← links)
• Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
• Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)