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A Note on the Mixingale Limit Theorem by McLeish (1977)

A Note on the Mixingale Limit Theorem by McLeish (1977)
Digital文書・図像類
IKEDA, Shin S.GRIPS Policy Research Center2013-07-01GRIPS Discussion PapersDP13-11
Other Libraries in Japan
  • Subject HeadingMixingale Heteroskedasticity Mixing and Stable Convergence in Law

A Test for the Rank of the Volatility Process: The Random Perturbation Approach

A Test for the Rank of the Volatility Process: The Random Perturbation Approach
Digital文書・図像類
Jacod, Jean, Podolskij, MarkInstitute of Economic Research, Hitotsubashi University2012-12
Available onlineOther Libraries in Japan
  • Subject Heading...ank estimation stable convergence

Parametric Inference and Dynamic State Recovery from Option Panels

Parametric Inference and Dynamic State Recovery from Option Panels
Digital文書・図像類
Andersen, Torben G., Fusari, Nicola, Todorov, ViktorInstitute of Economic Research, Hitotsubashi University2012-12
Available onlineOther Libraries in Japan
  • Subject Heading...cation Testing Stable Convergence

Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling

Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling
Digital文書・図像類
Koike, YutaInstitute of Economic Research, Hitotsubashi University2013-01
Available onlineOther Libraries in Japan
  • Subject Heading... Pre-averaging Stable convergence Strong predictability

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