Pages that link to "Item:Q2078572"
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The following pages link to Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572):
Displaying 6 items.
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- A state space model approach to integrated covariance matrix estimation with high frequency data (Q896584) (← links)
- A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980) (← links)
- Robust estimation of a high-dimensional integrated covariance matrix (Q2974915) (← links)
