Estimation of the lead-lag parameter from non-synchronous data

20 March 2013

Papers citing "Estimation of the lead-lag parameter from non-synchronous data"

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Title
$Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions$ Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions Kohei Chiba 16 5 0 30 May 2017
On the asymptotic structure of Brownian motions with a small lead-lag effect Yuta Koike 30 4 0 14 Jan 2016
Second-order asymptotic expansion for a non-synchronous covariation estimator A. Dalalyan Nakahiro Yoshida 77 21 0 04 Apr 2008