Pages that link to "Item:Q2657980"

The following pages link to Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations (Q2657980):

Displaying 7 items.

• Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
• On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
• On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
• On the inference about the spectral distribution of high-dimensional covariance matrix based on high-frequency noisy observations (Q1750277) (← links)
• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774) (← links)
• Robust estimation of a high-dimensional integrated covariance matrix (Q2974915) (← links)