Zobrazeno 1 - 1
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pro vyhledávání: '"Akihiro Nogita"'
Publikováno v:
Bulletin of informatics and cybernetics. 48:19-35
We deal with an estimation problem of a volatility parameter for stochastic regression models based on high frequency data. Hybrid multi-step estimators are proposed and their asymptotic properties, including convergence of moments, are obtained.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7aff00309191eec9cc2ed2e24a61ab6e
http://hdl.handle.net/2324/2203025
http://hdl.handle.net/2324/2203025
