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subject:"United States"
type_genre:"Non-commercial literature"
~person:"Aït-Sahalia, Yacine"
~subject:"Sampling"
~type_genre:"Aufsatzsammlung"
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Aït-Sahalia, Yacine
Pesaran, M. Hashem
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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
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2
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
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3
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine
-
1998
Persistent link: https://www.econbiz.de/10000982384
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