Nonparametric Inference of Jump Autocorrelation
Year of publication: |
2020
|
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Authors: | Kwok, Simon |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Autokorrelation | Autocorrelation | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (67 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 20, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3680263 [DOI] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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