How accurate is the asymptotic approximation to the distribution of realised variance?
Year of publication: |
2005
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil G. |
Published in: |
Identification and inference for econometric models : essays in honor of Thomas Rothenberg. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-84441-X. - 2005, p. 306-331
|
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
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