Pages that link to "Item:Q515131"
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The following pages link to Inference from high-frequency data: a subsampling approach (Q515131):
Displaying 14 items.
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Subsampling realised kernels (Q737277) (← links)
- A universal approach to estimate the conditional variance in semimartingale limit theorems (Q825055) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Inference on common intraday periodicity at high frequencies (Q2081769) (← links)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Extracting information from mega‐panels and high‐frequency data (Q4259383) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)
- Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- An unbounded intensity model for point processes (Q6664619) (← links)
