The following pages link to Imma Valentina Curato (Q1722056):
Displaying 6 items.
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312) (← links)
- High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
