//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"fractal index"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Aktienindex
1
Estimation
1
Estimation theory
1
Fixed-domain asymptotics
1
Fractal dimension
1
Fractal index
1
Gaussian random fields
1
Induktive Statistik
1
Infill asymptotics
1
Microergodic parameter
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Schätztheorie
1
Schätzung
1
Statistical inference
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
Time series analysis
1
Volatility
1
Volatilität
1
Whittle likelihood
1
Zeitreihenanalyse
1
fractal index
1
fractional Brownian motion
1
inference
1
roughness
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Bennedsen, Mikkel
1
Lim, Chae Young
1
Wu, Wei-Ying
1
Xiao, Yimin
1
Published in...
All
Econometric reviews
1
Journal of Multivariate Analysis
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation and inference on the
fractal
index
of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
2
Tail estimation of the spectral density for a stationary Gaussian random field
Wu, Wei-Ying
;
Lim, Chae Young
;
Xiao, Yimin
- In:
Journal of Multivariate Analysis
116
(
2013
)
C
,
pp. 74-91
to a
fractal
index
. For data observed on a grid, we propose estimators of c and θ by minimizing an objective function …
Persistent link: https://www.econbiz.de/10011041974
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->