The following pages link to Cecilia Mancini (Q453303):
Displaying 13 items.
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361) (← links)
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Spot volatility estimation using delta sequences (Q2339119) (← links)
- Truncated realized covariance when prices have infinite variation jumps (Q2359710) (← links)
- Measuring the relevance of the microstructure noise in financial data (Q2447651) (← links)
- Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (Q3552978) (← links)
- (Q4784921) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409) (← links)
- Drift burst test statistic in the presence of infinite variation jumps (Q6171672) (← links)
