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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~person:"Bennedsen, Mikkel"
~subject:"United States"
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Estimation theory
United States
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Induktive Statistik
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Integer valued trawl process
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Bennedsen, Mikkel
Nielsen, Morten Ørregaard
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Hounyo, Ulrich
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Philippe, Anne
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Taylor, Robert
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Billio, Monica
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Broze, Laurence
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Cavaliere, Giuseppe
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Crump, Richard K.
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Darolles, Serge
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CREATES research paper
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
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2
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
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3
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
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