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Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi; Kong, Xinbing; Liu, Zhi - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
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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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Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing; Fan, Yingying; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
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Order-preserving nonparametric regression, with applications to conditional distribution and quantile function estimation
Hall, Peter; Müller, Hans-Georg - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 598-608
Persistent link: https://www.econbiz.de/10001828523
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Semiparametric estimation of multivariate fractional cointegration
Chen, Willa W.; Hurwich, Clifford M. - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 629-642
Persistent link: https://www.econbiz.de/10001828526
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Characterizing additively closed discrete models by a property of their maximum likelihood estimators, with an application to generalized hermite distributions
Puig, Pedro - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 687-692
Persistent link: https://www.econbiz.de/10001828806
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Multiple imputation for incomplete data with semicontinuous variables
Javaras, Kristin N.; Van Dyk, David A. - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 703-715
Persistent link: https://www.econbiz.de/10001828833
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The mean squared error of small area predictors constructed with estimated area variances
Wang, Junyuan; Fuller, Wayne A. - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 716-723
Persistent link: https://www.econbiz.de/10001828840
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Likelihood-based inference in some continuous exponential families with unknown threshold parameters
Dubinin, Thomas Michael; Vardeman, Stephen Bruce - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 741-749
Persistent link: https://www.econbiz.de/10001828854
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A model-free test for reduced rank in multivariate regression
Cook, R. Dennis; Setodji, C. Messan - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 340-351
Persistent link: https://www.econbiz.de/10001785231