Pages that link to "Item:Q4913197"

The following pages link to Estimating functions for diffusion-type processes (Q4913197):

Displaying 36 items.

• A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
• Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
• Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
• Testing the local volatility assumption: a statistical approach (Q470421) (← links)
• Bayesian inference for Heston-STAR models (Q518236) (← links)
• Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
• Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
• Functional stable limit theorems for quasi-efficient spectral covolatility estimators (Q744976) (← links)
• Do price and volatility jump together? (Q990387) (← links)
• Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity (Q1652951) (← links)
• Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
• Testing for jumps and jump intensity path dependence (Q1753059) (← links)
• Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
• Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
• LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
• Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
• Statistical inferences for price staleness (Q2190239) (← links)
• Volatility regressions with fat tails (Q2227065) (← links)
• Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Bias free threshold estimation for jump intensity function (Q2322803) (← links)
• Spot volatility estimation using delta sequences (Q2339119) (← links)
• Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
• Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172) (← links)
• Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
• Testing for common arrivals of jumps for discretely observed multidimensional processes (Q2388981) (← links)
• Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data (Q2398977) (← links)
• Econometric analysis of multivariate realised QML: estimation of the covariation of equity prices under asynchronous trading (Q2405902) (← links)
• Measuring the relevance of the microstructure noise in financial data (Q2447651) (← links)
• Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
• ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS (Q2986522) (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
• LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
• Drift burst test statistic in the presence of infinite variation jumps (Q6171672) (← links)