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Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi; Kong, Xinbing; Liu, Zhi - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
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Jackknife empirical likelihood
Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
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Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data
Jing, Bing-Yi; Kong, Xin-Bing; Liu, Zhi - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 558-569
Persistent link: https://www.econbiz.de/10009257523
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Improved Pivotal Methods for Constructing Confidence Regions With Directional Data
Fisher, Nicholas I.; Hall, Peter; Jing, Bing-Yi; Wood, … - In: Journal of the American Statistical Association : JASA 91 (1996) 435, pp. 1062-1070
Persistent link: https://www.econbiz.de/10006633137
Cover Image
Jackknife Empirical Likelihood
Jing, Bing-Yi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10008328372