Pages that link to "Item:Q1739640"

The following pages link to Optimum thresholding using mean and conditional mean squared error (Q1739640):

Displaying 20 items.

• The speed of convergence of the threshold estimator of integrated variance (Q544491) (← links)
• Mean squared error bounds for the Rangan-Goyal soft thresholding algorithm (Q711045) (← links)
• Thresholding procedure with priors based on Pareto distributions (Q882929) (← links)
• Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
• Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
• Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
• Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
• Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
• High-frequency factor models and regressions (Q2305976) (← links)
• Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
• Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
• (Q2993796) (← links)
• Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (Q3552978) (← links)
• Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
• (Q5879918) (← links)
• Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
• Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
• Inference of binary regime models with jump discontinuities (Q6108879) (← links)
• Intraday Periodic Volatility Curves (Q6567911) (← links)
• Probabilistic models and statistics for electronic financial markets in the digital age (Q6618240) (← links)