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A meta-distribution for non-stationary samples
Guégan, Dominique - 2009
Persistent link: https://www.econbiz.de/10003849558
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Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - 2009
Persistent link: https://www.econbiz.de/10003849562
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Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manual; … - 2009
Persistent link: https://www.econbiz.de/10003914217
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008663983
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Prediction-based estimating functions : review and new developments
Sørensen, Michael - 2011
Persistent link: https://www.econbiz.de/10008807426
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Local whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank - 2009
Persistent link: https://www.econbiz.de/10003875666
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Estimation of long memory in integrated variance
Rossi, Eduardo; Santucci de Magistris, Paolo - 2011
Persistent link: https://www.econbiz.de/10008986693
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Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger; Floor Brix, Anne - 2013
Persistent link: https://www.econbiz.de/10009763883
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Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.; Réveillac, Anthony - 2014
Persistent link: https://www.econbiz.de/10010346664
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Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - 2016
Persistent link: https://www.econbiz.de/10011524100