A ReMeDI for Microstructure Noise (Q5087299)
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scientific article; zbMATH DE number 7554969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A ReMeDI for Microstructure Noise |
scientific article; zbMATH DE number 7554969 |
Statements
A ReMeDI for Microstructure Noise (English)
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11 July 2022
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microstructure noise
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semimartingale
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serial dependence
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stable convergence
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mixing sequence
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infill asymptotics
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finite sample bias
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