When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570)
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scientific article; zbMATH DE number 7497987
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| English | When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility |
scientific article; zbMATH DE number 7497987 |
Statements
When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (English)
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24 March 2022
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QMLE
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serially correlated noise
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small noise
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model selection
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uniformity
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0.87866604
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0.8759319
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0.8748332
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0.8716994
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0.87059456
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0.8704508
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0.87041795
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0.8701737
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