Pages that link to "Item:Q1944677"

The following pages link to Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677):

Displaying 28 items.

• Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
• Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
• Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
• Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
• Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
• Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
• Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
• Realized volatility with stochastic sampling (Q981001) (← links)
• Metric duality between positive definite kernels and boundary processes (Q1700429) (← links)
• Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
• Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
• A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
• Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
• Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
• Difference based estimators and infill statistics (Q2339214) (← links)
• Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172) (← links)
• Discretization error of irregular sampling approximations of stochastic integrals (Q2362940) (← links)
• An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility (Q2447642) (← links)
• Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650) (← links)
• Reproducing kernels: harmonic analysis and some of their applications (Q2659761) (← links)
• ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
• EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• ETF basket-adjusted covariance estimation (Q6108294) (← links)
• Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
• On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)