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type_genre:"Sammelwerk"
~person:"Chen, Yi-hau"
~person:"Mykland, Per A."
~subject:"Stichprobenerhebung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Estimation theory
15
Schätztheorie
15
Market microstructure
7
Marktmikrostruktur
7
Volatility
7
Volatilität
7
Sampling
6
Asynchronous times
4
Capital income
4
Kapitaleinkommen
4
Microstructure
4
Robust statistics
4
Robustes Verfahren
4
Börsenkurs
3
Consistency
3
Discrete observation
3
Leverage effect
3
Robust estimation
3
Share price
3
Efficiency
2
Equivalent martingale measure
2
Irregular times
2
Martingal
2
Martingale
2
Noise Trading
2
Noise trading
2
Pre-averaging
2
Realized volatility
2
Regression analysis
2
Regressionsanalyse
2
Stable convergence
2
Theorie
2
Theory
2
Time
2
Time series analysis
2
Two scales estimation
2
Zeit
2
Zeitreihenanalyse
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6
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Sammelwerk
Aufsatz in Zeitschrift
Article in journal
6
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
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English
6
Author
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Chen, Yi-hau
Mykland, Per A.
Wywiał, Janusz
6
Chaudhuri, Arijit
4
Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Aït-Sahalia, Yacine
3
Castagliola, Philippe
3
Chen, Songnian
3
Escanciano, Juan Carlos
3
Ghysels, Eric
3
Huber, Martin
3
Khalaf, Lynda
3
Khoo, Michael B. C.
3
Singh, Garib N.
3
Steel, Mark F. J.
3
Upadhyaya, Lakshmi N.
3
Zhang, Xinyu
3
Abdul Rahman Hasan
2
Abul Naga, Ramses H.
2
Anderson, Edward J.
2
Arezzo, Maria Felice
2
Audu, Ahmed
2
Carroll, Raymond J.
2
Chambers, Marcus J.
2
Chatterjee, Nilanjan
2
Chernozhukov, Victor
2
Duclos, Jean-Yves
2
Fuller, Wayne A.
2
Guagnano, Giuseppina
2
Guggenberger, Patrik
2
Guo, Zi-Yi
2
Hellerstein, Daniel
2
Horowitz, Joel
2
Imbens, Guido
2
Jacho-Chávez, David
2
Kan, Raymond
2
Kunitomo, Naoto
2
Lambert, Dayton M.
2
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Journal of the American Statistical Association : JASA
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
The review of financial studies
1
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ECONIS (ZBW)
6
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1
Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
2
On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming
;
Chen, Rong
;
Mykland, Per A.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
Saved in:
3
Shrinkage estimators for robust and efficient inference in haplotype-based case-control studies
Chen, Yi-hau
;
Chatterjee, Nilanjan
;
Carroll, Raymond J.
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 220-233
Persistent link: https://www.econbiz.de/10003878182
Saved in:
4
How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
Saved in:
5
The effects of random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 483-549
Persistent link: https://www.econbiz.de/10001750277
Saved in:
6
A pseudoscore estimator for regression problems with two-phase sampling
Chatterjee, Nilanjan
;
Chen, Yi-hau
;
Breslow, Norman E.
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
461
,
pp. 158-168
Persistent link: https://www.econbiz.de/10001754649
Saved in:
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