Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations

20 December 2012

Papers citing "Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations"

4 / 4 papers shown

Title
Statistical Inference for Ergodic Point Processes and Application to Limit Order Book Simon Clinet Nakahiro Yoshida 22 45 0 07 Dec 2015
Local asymptotic mixed normality property for nonsynchronously observed diffusion processes Teppei Ogihara 43 12 0 20 Oct 2013
Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, microstructure noise and jumps Yuta Koike 61 31 0 21 Feb 2013
Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling Yuta Koike 68 29 0 20 Feb 2013