On the Estimation of Integrated Covariance Matrices of High Dimensional Diffusion Processes
Year of publication: |
2011
|
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Authors: | Zheng, Xinghua |
Other Persons: | Li, Yingying (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Annals of Statistics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 10, 2011 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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