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  • Search: subject:"Local M-estimation"
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Year of publication
Subject
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Association 1 Asymptotic normality 1 Consistency 1 Diffusion model with jumps 1 Estimation 1 Estimation theory 1 Financial market 1 Finanzmarkt 1 Innovation diffusion 1 Innovationsdiffusion 1 Local M-estimation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Schätztheorie 1 Schätzung 1 Spatial processes 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 diffusion coefficient 1 high frequency financial data 1 one-step local M estimation 1 threshold function 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Degui, Li 1 Jia, Chen 1 Kao, Chunyu 1 Lixin, Zhang 1 Song, Yuping 1
Published in...
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International journal of financial engineering 1 Metrika 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu; Song, Yuping - In: International journal of financial engineering 10 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
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Spatial local M-estimation under association
Jia, Chen; Lixin, Zhang; Degui, Li - In: Metrika 67 (2008) 1, pp. 11-29
Persistent link: https://www.econbiz.de/10005178944
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