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type:"article"
type_genre:"Article in journal"
~person:"Mykland, Per A."
~subject:"Sampling"
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Search: subject_exact:"Estimation theory"
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Estimation theory
13
Schätztheorie
13
Market microstructure
7
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7
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7
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7
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Mykland, Per A.
Wywiał, Janusz
6
Chaudhuri, Arijit
4
Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Aït-Sahalia, Yacine
3
Castagliola, Philippe
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Chen, Songnian
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Escanciano, Juan Carlos
3
Ghysels, Eric
3
Huber, Martin
3
Khalaf, Lynda
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Khoo, Michael B. C.
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Singh, Garib N.
3
Steel, Mark F. J.
3
Upadhyaya, Lakshmi N.
3
Zhang, Xinyu
3
Abdul Rahman Hasan
2
Abul Naga, Ramses H.
2
Anderson, Edward J.
2
Arezzo, Maria Felice
2
Audu, Ahmed
2
Carroll, Raymond J.
2
Chambers, Marcus J.
2
Chatterjee, Nilanjan
2
Chen, Yi-hau
2
Chernozhukov, Victor
2
Duclos, Jean-Yves
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Fuller, Wayne A.
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Guagnano, Giuseppina
2
Guggenberger, Patrik
2
Guo, Zi-Yi
2
Hellerstein, Daniel
2
Horowitz, Joel
2
Imbens, Guido
2
Jacho-Chávez, David
2
Kan, Raymond
2
Kunitomo, Naoto
2
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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
1
Journal of econometrics
1
Journal of the American Statistical Association : JASA
1
The review of financial studies
1
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ECONIS (ZBW)
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Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
2
On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming
;
Chen, Rong
;
Mykland, Per A.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
Saved in:
3
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:
4
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:
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