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subject:"Sampling"
subject:"Stichprobenerhebung"
~person:"Aït-Sahalia, Yacine"
~subject:"Statistical test"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
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Estimation theory
20
Schätztheorie
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8
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8
Volatility
4
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4
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3
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3
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1993
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Aït-Sahalia, Yacine
Phillips, Peter C. B.
31
Sentana, Enrique
23
Dufour, Jean-Marie
18
Canay, Ivan A.
17
Chernozhukov, Victor
17
Shi, Xiaoxia
17
Cai, Zongwu
16
Amengual, Dante
15
Andrews, Donald W. K.
15
Guggenberger, Patrik
15
Hsu, Yu-Chin
15
Pesaran, M. Hashem
15
Fiorentini, Gabriele
14
Baltagi, Badi H.
13
Bugni, Federico A.
13
Horowitz, Joel
13
Kleibergen, Frank
13
Sun, Yixiao
13
Andrews, Isaiah
12
Bera, Anil K.
12
Khalaf, Lynda
12
Kitagawa, Toru
12
Escanciano, Juan Carlos
10
Kiviet, J. F.
10
McCloskey, Adam
10
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9
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9
Fang, Ying
9
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9
Hallin, Marc
9
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9
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9
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9
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9
Su, Liangjun
9
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9
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8
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8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
Journal of the American Statistical Association : JASA
1
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1
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1
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
2
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine
-
1998
Persistent link: https://www.econbiz.de/10000982384
Saved in:
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