On estimation of hurst parameter under noisy observations

von Liu, Guangying
Veröffentlicht in Journal of business & economic statistics (2018)

Is the driving force of a continuous process a Brownian motion or fractional Brownian motion?

von Kong, Xinbing
Veröffentlicht in Journal of mathematical finance (2013)

Jackknife empirical likelihood

von Jing, Bingyi
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2009)

Estimating the jump activity index under noisy observations using high-frequency data

von Jing, Bingyi
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2011)

Estimating volatility functionals with multiple transactions

von Jing, Bingyi
Veröffentlicht in Econometric theory (2017)

On the estimation of integrated volatility with jumps and microstructure noise

von Jing, Bingyi
Veröffentlicht in Journal of business & economic statistics (2014)

Estimating the integrated volatility using high-frequency data with zero durations

von Liu, Zhi
Veröffentlicht in Journal of econometrics (2018)

Nonparametric regression with nearly integrated regressors under long-run dependence

von Cai, Zongwu
Veröffentlicht in The econometrics journal (2017)

On the jump activity index for semimartingales

Veröffentlicht in Journal of econometrics (2012)