Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal design of Fourier estimator in the presence of microstructure noise |
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Optimal design of Fourier estimator in the presence of microstructure noise (English)
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23 November 2018
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discrete Fourier transform
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quadratic variation
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microstructure noise
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periodogram
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spectral density
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Whittle likelihood
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