Pages that link to "Item:Q515131"

The following pages link to Inference from high-frequency data: a subsampling approach (Q515131):

Displaying 8 items.

• A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055) (← links)
• Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
• Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
• High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
• An unbounded intensity model for point processes (Q6664619) (← links)