Pages that link to "Item:Q3567037"
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The following pages link to Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise (Q3567037):
Displaying 11 items.
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
- Drift estimation of multiscale diffusions based on filtered data (Q2684461) (← links)
- An unbiased measure of integrated volatility in the frequency domain (Q2789386) (← links)
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
- Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
- Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447) (← links)
- On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous (Q5177619) (← links)
- Diffusion Parameter Estimation for the Homogenized Equation (Q5197626) (← links)
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (Q6180390) (← links)
- Stochastic gradient descent in continuous time for drift identification in multiscale diffusions (Q6667317) (← links)
