Pages that link to "Item:Q1019457"

The following pages link to Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes (Q1019457):

Displaying 28 items.

• Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
• Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
• An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (Q429296) (← links)
• Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
• Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
• Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
• Nonsynchronous covariation process and limit theorems (Q719383) (← links)
• Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
• Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
• Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
• Effects of jumps and small noise in high-frequency financial econometrics (Q1627808) (← links)
• Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086) (← links)
• Testing for simultaneous jumps in case of asynchronous observations (Q1750093) (← links)
• On covariance estimation of non-synchronously observed diffusion processes (Q1781192) (← links)
• Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
• Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
• Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
• The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← links)
• Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
• Quasi-likelihood analysis and its applications (Q2137733) (← links)
• Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
• Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
• Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
• Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172) (← links)
• Estimation of Correlation Between Latent Processes (Q4976496) (← links)
• An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
• Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (Q5964706) (← links)
• Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239) (← links)