Estimation of longrun variance of continuous time stochastic process using discrete sample
type: Item
instance of: scholarly article
title: Estimation of longrun variance of continuous time stochastic process using discrete sample
zbMATH Open document ID: 1452.62945
author: Ye Lu
author: Joon Y. Park
published in: Journal of Econometrics
publication date: 2019-07-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7075151
zbMATH Keywords: continuous-time model
zbMATH Keywords: longrun variance estimator
zbMATH Keywords: kernel estimation
zbMATH Keywords: bandwidth selection
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.04.006
OpenAlex ID: W2905194182
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Wikidata QID: Q128701667
DOI: 10.1016/J.JECONOM.2018.04.006
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description: scientific article; zbMATH DE number 7075151