Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal design of Fourier estimator in the presence of microstructure noise |
scientific article; zbMATH DE number 6984004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal design of Fourier estimator in the presence of microstructure noise |
scientific article; zbMATH DE number 6984004 |
Statements
Optimal design of Fourier estimator in the presence of microstructure noise (English)
0 references
23 November 2018
0 references
discrete Fourier transform
0 references
quadratic variation
0 references
microstructure noise
0 references
periodogram
0 references
spectral density
0 references
Whittle likelihood
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
