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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

Subsampling Cumulative Covariance Estimator

Subsampling Cumulative Covariance Estimator
Digital文書・図像類
Kanatani, Taro滋賀大学経済学部2009-02滋賀大学経済学部Working PaperNo. 104p.1-16
Other Libraries in Japan

Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations

Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
Digital文書・図像類
Kanatani, TaroInstitute of Economic Research, Kyoto University2007-06KIER Discussion Paper634
Available onlineOther Libraries in Japan

A Test for Dependence and Covariance Estimator of Market Microstructure Noise

A Test for Dependence and Covariance Estimator of Market Microstructure Noise
Paper文書・図像類
Ubukata, Masato, Oya, KosukeGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2008-03Discussion Papers In Economics And Business07-03-Rev.2
Other Libraries in Japan

Effects of Nonsynchronism on Multirate Sampled-Data Systems: L_p Worst-Case Performance,Robutness and Computation

Effects of Nonsynchronism on Multirate Sampled-Data Systems: L_p Worst-Case Performance,Robutness and Computation
Digital文書・図像類
伊藤, 博九州工業大学2000-05-08Technical Report in Computer Science and Systems Engineering
Other Libraries in Japan
  • Summary, etc.... caused by the nonsynchronism. Themethod of analysis is fur...
  • Subject Headingnonsynchronism multirate sampled-data contro...

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