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Search: subject_exact:"Central limit theorem"
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Zeitreihenanalyse
Central limit theorem
148
central limit theorem
90
Central Limit Theorem
36
Theorie
34
Theory
32
Estimation theory
23
Schätztheorie
23
Zentraler Grenzwertsatz
17
High-Frequency Data
15
Time series analysis
15
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13
Statistische Verteilung
13
Bipower Variation
11
Semimartingale Theory
11
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11
Stable convergence
10
Volatilität
10
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8
Probability theory
8
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8
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7
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7
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7
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7
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7
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7
law of large numbers
7
stable convergence
7
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6
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6
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6
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6
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6
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6
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6
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normal distribution
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5
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5
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12
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12
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12
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4
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3
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3
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3
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1
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1
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English
16
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Jing, Bingyi
3
Liu, Zhi
3
Gao, Jiti
2
Liu, Guangying
2
Livieri, Giulia
2
Mancino, Maria Elvira
2
Marmi, Stefano
2
Pan, Guangming
2
Yang, Yanrong
2
Barndorff-Nielsen, Ole Eiler
1
Blanchet, Jose
1
Chen, Jiaqi
1
Einmahl, John H. J.
1
Gantner, Maria
1
Giesecke, Kay
1
Glynn, Peter W.
1
Graversen, Svend Erik
1
Gupta, Abhimanyu
1
Han, Xiao
1
Horváth, Lajos
1
Jacod, Jean
1
Kong, Xin-Bing
1
Kong, Xinbing
1
Kourogenis, Nikolaos
1
Li, Yingying
1
Liu, Qiang
1
Liu, Yiqi
1
Pittis, Nikitas
1
Podolskij, Mark
1
Rice, Gregory
1
Toscano, Giacomo
1
Wang, Li
1
Yang, Xinxin
1
Zhang, Xiaowei
1
Zhang, Zhiyuan
1
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1
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric reviews
1
Journal of financial econometrics
1
Mathematics of operations research
1
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1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
15
EconStor
1
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1
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
3
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
4
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
5
High dimensional correlation matrices : CLT and its applications
Gao, Jiti
;
Han, Xiao
;
Pan, Guangming
;
Yang, Yanrong
-
2014
Persistent link: https://www.econbiz.de/10011781035
Saved in:
6
On estimation of hurst parameter under noisy observations
Liu, Guangying
;
Jing, Bingyi
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
Saved in:
7
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
8
Autoregressive spatial spectral estimates
Gupta, Abhimanyu
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10011974618
Saved in:
9
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
10
Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
-
2013
Persistent link: https://www.econbiz.de/10009724611
Saved in:
11
Testing for independence between functional time series
Horváth, Lajos
;
Rice, Gregory
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 371-382
Persistent link: https://www.econbiz.de/10011504560
Saved in:
12
Affine point processes : approximation and efficient simulation
Zhang, Xiaowei
;
Blanchet, Jose
;
Giesecke, Kay
;
Glynn, …
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
Saved in:
13
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
14
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole Eiler
;
Graversen, Svend Erik
; …
-
2004
Central limit theorem, quadratic variation, bipower variation
Persistent link: https://www.econbiz.de/10010296635
Saved in:
15
Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
Saved in:
16
The Half-Half plot
Einmahl, John H. J.
;
Gantner, Maria
-
2009
Persistent link: https://www.econbiz.de/10003884420
Saved in:
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