A ReMeDI for microstructure noise (Q5087299)
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scientific article; zbMATH DE number 7554969
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8566049933433533
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0.811568021774292
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0.8019535541534424
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0.7957435846328735
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