Pages that link to "Item:Q1848957"
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The following pages link to Asymptotic nonequivalence of GARCH models and diffusions (Q1848957):
Displaying 44 items.
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- Limit experiments of GARCH (Q408085) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Stochastic volatility model and technical analysis of stock price (Q475736) (← links)
- Term structure models and the zero bound: an empirical investigation of Japanese yields (Q528018) (← links)
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295) (← links)
- A semiparametric stochastic volatility model (Q738174) (← links)
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
- COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- The Le Cam distance between density estimation, Poisson processes and Gaussian white noise (Q1739120) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random (Q2065267) (← links)
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model (Q2121175) (← links)
- Robust model selection with covariables missing at random (Q2135520) (← links)
- Gaussianization machines for non-Gaussian function estimation models (Q2194580) (← links)
- GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597) (← links)
- Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities (Q2291968) (← links)
- Vast volatility matrix estimation for high-frequency financial data (Q2380093) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Asymptotic equivalence of quantum state tomography and noisy matrix completion (Q2438759) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments (Q2510830) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise (Q2786493) (← links)
- Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data (Q2815047) (← links)
- Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
- Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Le cam theory on the comparison of statistical models (Q5043133) (← links)
- A new volatility model: GQARCH‐ItÔ model (Q5095287) (← links)
- Data cloning estimation of GARCH and COGARCH models (Q5220829) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? (Q5452760) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- High-frequency-based volatility model with network structure (Q6641045) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)
