The following pages link to Discretization of processes. (Q640731):
Displaying 50 items.
- Estimating the integrated volatility using high-frequency data with zero durations (Q1745612) (← links)
- Statistical inference for the doubly stochastic self-exciting process (Q1750090) (← links)
- Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
- Approximation of occupation time functionals (Q1983631) (← links)
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- The self-financing equation in limit order book markets (Q1999602) (← links)
- A Hausman test for the presence of market microstructure noise in high frequency data (Q2000858) (← links)
- The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← links)
- Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- On estimation of quadratic variation for multivariate pure jump semimartingales (Q2029771) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- Volatility coupling (Q2054472) (← links)
- A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
- A weak solution theory for stochastic Volterra equations of convolution type (Q2075334) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- A CLT for second difference estimators with an application to volatility and intensity (Q2091830) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- The LAN property for McKean-Vlasov models in a mean-field regime (Q2105067) (← links)
- Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
- Occupation density estimation for noisy high-frequency data (Q2116333) (← links)
- The drift burst hypothesis (Q2116347) (← links)
- Variation and efficiency of high-frequency betas (Q2116364) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Optimal kernel estimation of spot volatility of stochastic differential equations (Q2186644) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Spot estimation for fractional Ornstein-Uhlenbeck stochastic volatility model: consistency and central limit theorem (Q2194053) (← links)
- High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
- Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535) (← links)
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model (Q2219216) (← links)
- Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
- Uniform nonparametric inference for time series (Q2227073) (← links)
- Convergence of extreme values of Poisson point processes at small times (Q2231310) (← links)
