Inference for local distributions at high sampling frequencies : a bootstrap approach
Year of publication: |
2020
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Authors: | Hounyo, Ulrich ; Varneskov, Rasmus Tangsgaard |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 215.2020, 1, p. 1-34
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Subject: | Bootstrap inference | High-frequency data | Itô semimartingales | Kolmogorov-Smirnov test | Stable processes | von-Mises statistics | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Statistischer Test | Statistical test |
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