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type_genre:"Sammelwerk"
~person:"Mykland, Per A."
~subject:"Sampling"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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USA
Estimation theory
17
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8
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7
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7
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Mykland, Per A.
Pesaran, M. Hashem
13
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10
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9
Audrino, Francesco
9
Brakel, Jan A. van den
9
Chernozhukov, Victor
8
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7
Aït-Sahalia, Yacine
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7
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7
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7
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7
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7
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7
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7
Wywiał, Janusz
7
Armah, Nii Ayi
6
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6
Granger, C. W. J.
6
Heckman, James J.
6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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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
Journal of the American Statistical Association : JASA
1
Technical working paper / National Bureau of Economic Research
1
The review of financial studies
1
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ECONIS (ZBW)
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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
How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2003
Persistent link: https://www.econbiz.de/10001752968
Saved in:
3
The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
;
Mykland, Per A.
-
2002
Persistent link: https://www.econbiz.de/10001663740
Saved in:
4
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:
5
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:
6
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
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