Pages that link to "Item:Q1623566"
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The following pages link to Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566):
Displaying 3 items.
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- An unbiased measure of integrated volatility in the frequency domain (Q2789386) (← links)
- Design of reduced-order optimal estimators directly in the frequency domain (Q3470308) (← links)