EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Discrete-time sampling"
Narrow search

Narrow search

Year of publication
Subject
All
Almost periodic covariance 1 Consistency 1 Consistent estimator 1 Continuous time Markov processes 1 Continuous time process 1 Discrete time sampling 1 Discrete-time sampling 1 High-frequency data 1 Jitter 1 Nonsynchronous trading 1 Quadratic variation 1 Realized covariance 1 Semimartingale 1 Spectral covariance 1 Stopping time 1 diffusions 1 discrete time sampling 1 interest rate models 1 stochastic algorithms 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2 Book / Working Paper 1
Language
All
Undetermined 3
Author
All
Dehay, Dominique 1 Hayashi, Takaki 1 Kusuoka, Shigeo 1 Londoño, Jaime A. 1 Monsan, Vincent 1
Institution
All
EconWPA 1
Published in...
All
Statistical Inference for Stochastic Processes 2 Econometrics 1
Source
All
RePEc 3
Showing 1 - 3 of 3
Cover Image
Consistent estimation of covariation under nonsynchronicity
Hayashi, Takaki; Kusuoka, Shigeo - In: Statistical Inference for Stochastic Processes 11 (2008) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10005184598
Saved in:
Cover Image
Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes
Dehay, Dominique; Monsan, Vincent - In: Statistical Inference for Stochastic Processes 10 (2007) 3, pp. 223-253
Persistent link: https://www.econbiz.de/10005184572
Saved in:
Cover Image
PARAMETRIC ESTIMATION OF DIFFUSION PROCESSES SAMPLED AT FIRST EXIT TIME
Londoño, Jaime A. - EconWPA - 2003
This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and asymptotic normality of an appropriate normalization are proved....
Persistent link: https://www.econbiz.de/10005556291
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...