A frequency domain analysis of the error distribution from noisy high-frequency data

DOI10.1093/BIOMET/ASY006MaRDI QIDQ5384590zbMATH OpenOpenAlexFDO

Authors Jinyuan Chang, Aurore Delaigle, Cheng Yong Tang, Peter Hall

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.06669

zbMATH Keywords

deconvolutionFourier transformfunctional datahigh-frequency datameasurement errorsmoothing

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited in

(2)

• A Tight Lower Bound for High Frequency Moment Estimation with Small Error
• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data

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