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type_genre:"Übersichtsarbeit"
~person:"Aït-Sahalia, Yacine"
~subject:"Sampling"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
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Aït-Sahalia, Yacine
Wywiał, Janusz
6
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4
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Kong, Lingwei
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Abdul Rahman Hasan
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Abul Naga, Ramses H.
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Anderson, Edward J.
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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
The review of financial studies
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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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