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  • Search: subject:"optimal sampling"
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Year of publication
Subject
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optimal sampling 9 Sampling 6 Stichprobenerhebung 5 Athens Stock Exchange 3 Estimation theory 3 Jumps 3 Long memory 3 Optimal sampling 3 Realized volatility 3 Schätztheorie 3 Volatility 3 Volatilität 3 Analysis of variance 2 Heterogeneity 2 Market microstructure 2 Marktmikrostruktur 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Noise Trading 2 Noise trading 2 Optimal sampling frequency 2 Range 2 Semimartingales with jumps 2 Theorie 2 Theory 2 Varianzanalyse 2 bandwidth selection 2 covariance 2 integrated variance 2 jumps 2 microstructure noise 2 nonparametric density estimation 2 optimal sampling designs 2 optimal sampling frequency 2 realized volatility 2 standard stratified sampling 2 statistical power 2 stratified sampling 2 ASE 1 Adaptive cluster sampling 1
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Online availability
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Undetermined 12 Free 11
Type of publication
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Article 14 Book / Working Paper 10 Other 2
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 1
Language
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Undetermined 16 English 10
Author
All
Vortelinos, Dimitrios 4 Vortelinos, Dimitrios I. 3 Breunig, Robert 2 Konstantopoulos, Spyros 2 Mancini, Cecilia 2 Song, Kyungchul 2 Arnerić, Josip 1 Balakrishnan, N. 1 Chen, Zehua 1 Chi, Guotai 1 Elphinstone, Chris 1 Flinn, Christopher J. 1 Griffin, Jim 1 Koen, Renee 1 Kogan, Konstantin 1 Kundu, Debasis 1 Li, Cun 1 Li, Taotao 1 Lou, Sheldon 1 Maltitz, Graham 1 Matković, Mario 1 Oomen, Roel 1 Oomen, Roel C.A. 1 Scholes, Robert 1 Sherill-Rofe, Dana 1 Thomakos, Dimitrios 1 Thomakos, Dimitrios D. 1 Thompson, Steven 1 Wang, Jying-Nan 1 Wise, Russell 1 Yeh, Jin-huei 1 Yu, Zhengfei 1 Zhao, Xiaoyue 1 Zhou, Ying 1
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Institution
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Department of Economics, University of Peloponnese 4 C.V. Starr Center for Applied Economics, Department of Economics 1 Department of Economics, University of Pennsylvania 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Econometric Society 1 Institute for the Study of Labor (IZA) 1
Published in...
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Working Papers / Department of Economics, University of Peloponnese 4 IZA Discussion Papers 2 Annals of the Institute of Statistical Mathematics 1 Computational Statistics & Data Analysis 1 Econometric Reviews 1 Econometric Society 2004 North American Winter Meetings 1 Econometric reviews 1 International Journal of Management and Network Economics 1 International Review of Financial Analysis 1 Mitigation and Adaptation Strategies for Global Change 1 PIER Working Paper Archive 1 Research in International Business and Finance 1 Research in international business and finance 1 Statistical Methods and Applications 1 Stochastic Processes and their Applications 1 The econometrics journal 1 The journal of risk model validation 1 Working Papers - Mathematical Economics 1 Working Papers / C.V. Starr Center for Applied Economics, Department of Economics 1 Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu 1
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Source
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RePEc 18 ECONIS (ZBW) 5 BASE 2 EconStor 1
Showing 21 - 26 of 26
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Estimating carbon in savanna ecosystems: rational distribution of effort
Wise, Russell; Maltitz, Graham; Scholes, Robert; … - In: Mitigation and Adaptation Strategies for Global Change 14 (2009) 7, pp. 579-604
Persistent link: https://www.econbiz.de/10005015015
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Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version
Song, Kyungchul - Department of Economics, University of Pennsylvania - 2009
Nonrandom sampling schemes are often used in program evaluation settings to improve the quality of inference. This paper considers what we call treatment-based sampling, a type of standard stratified sampling where part of the strata are based on treatment status. This paper establishes...
Persistent link: https://www.econbiz.de/10008498069
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Optimal sampling policies in a centralised supply chain with demands affected by product quality
Kogan, Konstantin; Lou, Sheldon; Sherill-Rofe, Dana - In: International Journal of Management and Network Economics 1 (2009) 4, pp. 423-438
We address a quality control problem frequently encountered in multi-stage pharmaceutical supply chains transporting drugs from a producer to a wholesaler and eventually to retailers (pharmacies). Depending on the transportation modes and storage methods used, the stages may expose the drugs to...
Persistent link: https://www.econbiz.de/10009352688
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Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?
Griffin, Jim; Oomen, Roel - In: Econometric Reviews 27 (2008) 1-3, pp. 230-253
This article introduces a new model for transaction prices in the presence of market microstructure noise in order to study the properties of the price process on two different time scales, namely, transaction time where prices are sampled with every transaction and tick time where prices are...
Persistent link: https://www.econbiz.de/10005511893
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On the Ranked-Set Sampling M-Estimates for Symmetric Location Families
Zhao, Xiaoyue; Chen, Zehua - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 626-640
Persistent link: https://www.econbiz.de/10005184664
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On-The-Job Search with Information Obsolescence
Flinn, Christopher J. - C.V. Starr Center for Applied Economics, Department of … - 1996
Persistent link: https://www.econbiz.de/10005826719
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