Inference for multi-dimensional high-frequency data with an application to conditional independence testing (Q2835311)

From MaRDI portal





scientific article; zbMATH DE number 6659008
Language Label Description Also known as
English
Inference for multi-dimensional high-frequency data with an application to conditional independence testing
scientific article; zbMATH DE number 6659008

    Statements

    0 references
    0 references
    2 December 2016
    0 references
    asymptotic distribution theory
    0 references
    asynchronous observations
    0 references
    conditional independence
    0 references
    high-frequency data
    0 references
    microstructure noise
    0 references
    multivariate limit theorems
    0 references
    0 references
    0 references
    Inference for multi-dimensional high-frequency data with an application to conditional independence testing (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references