Estimation of longrun variance of continuous time stochastic process using discrete sample (Q2000826)
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scientific article; zbMATH DE number 7075151
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| English | Estimation of longrun variance of continuous time stochastic process using discrete sample |
scientific article; zbMATH DE number 7075151 |
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Estimation of longrun variance of continuous time stochastic process using discrete sample (English)
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1 July 2019
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continuous-time model
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longrun variance estimator
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kernel estimation
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bandwidth selection
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0.9115683
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0.87423456
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0.8741318
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0.8709384
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0.86664045
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0.86660445
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0.86524236
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0.8643414
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