Inference for local distributions at high sampling frequencies : a bootstrap approach
Ulrich Hounyo, Rasmus T. Varneskov
| Year of publication: |
2020
|
|---|---|
| Authors: | Hounyo, Ulrich ; Varneskov, Rasmus Tangsgaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 215.2020, 1, p. 1-34
|
| Subject: | Bootstrap inference | High-frequency data | Itô semimartingales | Kolmogorov-Smirnov test | Stable processes | von-Mises statistics | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Stichprobenerhebung | Sampling | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Statistische Methodenlehre | Statistical theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439150