Estimation of longrun variance of continuous time stochastic process using discrete sample
Ye Lu, Joon Y. Park
| Year of publication: |
2019
|
|---|---|
| Authors: | Lu, Ye ; Park, Joon Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 210.2019, 2, p. 236-267
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| Subject: | Bandwidth selection | Continuous time model | Kernel estimation | Longrun variance estimator | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.04.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303516