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On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming; Chen, Rong; Mykland, Per A. - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
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A tale of two time scales : determining integrated volatility with noisy high-frequency data
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1393-1411
Persistent link: https://www.econbiz.de/10003242153
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Regeneration in Markov Chain Samplers
Mykland, Per; Tierney, Luke; Yu, Bin - In: Journal of the American Statistical Association : JASA 90 (1995) 429, pp. 233-241
Persistent link: https://www.econbiz.de/10006634759
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On Generating Monte Carlo Samples of Continuous Diffusion Bridges
Lin, Ming; Chen, Rong; Mykland, Per - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 820-839
Persistent link: https://www.econbiz.de/10008452536
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Theory and Methods - A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data
Zhang, Lan; Mykland, Per A.; Ai͏̈t-Sahalia, Yacine - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1394-1411
Persistent link: https://www.econbiz.de/10006605479
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Nonlinear Experiments: Optimal Design and Inference Based on Likelihood
Chaudhuri, Probal; Mykland, Per A. - In: Journal of the American Statistical Association : JASA 88 (1993) 422, pp. 538-546
Persistent link: https://www.econbiz.de/10006638863