Pages that link to "Item:Q470517"
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The following pages link to A Gaussian calculus for inference from high frequency data (Q470517):
Displayed 6 items.
- On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes (Q391800) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)