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person:"Singh, Garib N."
subject:"Sampling"
~person:"Aït-Sahalia, Yacine"
~subject:"Kernel estimators"
~subject:"Optionspreistheorie"
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Sampling
Kernel estimators
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Estimation theory
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Singh, Garib N.
Aït-Sahalia, Yacine
Phillips, Peter C. B.
12
Mykland, Per A.
11
Härdle, Wolfgang
10
Brakel, Jan A. van den
9
Ait-Sahalia, Yacine
8
Chernozhukov, Victor
8
Schorfheide, Frank
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Takahashi, Akihiko
8
Carlson, Alyssa
7
Chaudhuri, Arijit
7
Herbst, Edward P.
7
Lee, Cheng F.
7
Pesaran, M. Hashem
7
Stentoft, Lars
7
Wywiał, Janusz
7
Corradi, Valentina
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Ghysels, Eric
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Huber, Martin
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Imbens, Guido
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Joshi, Riju
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Lee, John C.
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Newey, Whitney K.
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Todorov, Viktor
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Bijwaard, Govert
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Kan, Raymond
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Steel, Mark F. J.
5
Yamada, Toshihiro
5
Yu, Jun
5
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Statistics in transition : an international journal of the Polish Statistical Association
3
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Handbooks in finance
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1
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
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
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
5
Applications
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898680
Saved in:
6
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
7
Fisher's information for discretely sampled Lévy processes
Aït-Sahalia, Yacine
;
Jacod, Jean
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
4
,
pp. 727-761
Persistent link: https://www.econbiz.de/10003740219
Saved in:
8
Estimating continuous-time models with discretely sampled data
Aït-Sahalia, Yacine
-
2007
Persistent link: https://www.econbiz.de/10003691532
Saved in:
9
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:
10
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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