<Para ID="Par1">In this work the precision of point and interval estimators for some performance measures for risky financial assets is analyzed and the conditions under which the point estimators are asymptotically normally distributed are provided. The findings of this research suggest that a huge number of...</para>

This paper gives a comprehensive treatment of local uniqueness, asymptotics and numerics for intrinsic sample means on the circle. It turns out that local uniqueness as well as rates of convergence are governed by the distribution near the antipode. If the distribution is locally less than...

Purpose – Quality function deployment (QFD) is a planning methodology to improve products, services and their associated processes by ensuring that the voice of the customer has been effectively deployed through specified and prioritised technical attributes (TAs). The purpose of this paper is...

We consider a new class of estimators for volatility functionals in the setting of frequently observed It¯o diffusions which are disturbed by i.i.d. noise. These statistics extend the approach of pre-averaging as a general method for the estimation of the integrated volatility in the presence...

This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise, which are observed at high frequency. Our method generalizes the pre-averaging approach (see [13],[11]) and provides consistent estimates for various characteristics of general...