| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
|
Clément, Emmanuelle
|
|
2013
|
123 |
7 |
p. 2500-2521
22 p.
|
artikel
|
| 2 |
Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
|
Masuda, Hiroki
|
|
2013
|
123 |
7 |
p. 2752-2778
27 p.
|
artikel
|
| 3 |
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
|
Corcuera, José Manuel
|
|
2013
|
123 |
7 |
p. 2552-2574
23 p.
|
artikel
|
| 4 |
Asymptotic theory for maximum deviations of sample covariance matrix estimates
|
Xiao, Han
|
|
2013
|
123 |
7 |
p. 2899-2920
22 p.
|
artikel
|
| 5 |
Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series
|
Panaretos, Victor M.
|
|
2013
|
123 |
7 |
p. 2779-2807
29 p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
2013
|
123 |
7 |
p. IFC-
1 p.
|
artikel
|
| 7 |
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
|
Douc, R.
|
|
2013
|
123 |
7 |
p. 2620-2647
28 p.
|
artikel
|
| 8 |
Estimating the efficient price from the order flow: A Brownian Cox process approach
|
Delattre, Sylvain
|
|
2013
|
123 |
7 |
p. 2603-2619
17 p.
|
artikel
|
| 9 |
Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood
|
Wu, Billy
|
|
2013
|
123 |
7 |
p. 2877-2898
22 p.
|
artikel
|
| 10 |
Factor models in high-dimensional time series—A time-domain approach
|
Hallin, Marc
|
|
2013
|
123 |
7 |
p. 2678-2695
18 p.
|
artikel
|
| 11 |
Measures of serial extremal dependence and their estimation
|
Davis, Richard A.
|
|
2013
|
123 |
7 |
p. 2575-2602
28 p.
|
artikel
|
| 12 |
Measuring the relevance of the microstructure noise in financial data
|
Mancini, Cecilia
|
|
2013
|
123 |
7 |
p. 2728-2751
24 p.
|
artikel
|
| 13 |
Nonparametric estimation for stochastic differential equations with random effects
|
Comte, F.
|
|
2013
|
123 |
7 |
p. 2522-2551
30 p.
|
artikel
|
| 14 |
[No title]
|
Dahlhaus, Rainer
|
|
2013
|
123 |
7 |
p. 2473-2474
2 p.
|
artikel
|
| 15 |
Optimally thresholded realized power variations for Lévy jump diffusion models
|
Figueroa-López, José E.
|
|
2013
|
123 |
7 |
p. 2648-2677
30 p.
|
artikel
|
| 16 |
Power variation from second order differences for pure jump semimartingales
|
Todorov, Viktor
|
|
2013
|
123 |
7 |
p. 2829-2850
22 p.
|
artikel
|
| 17 |
Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
|
Uchida, Masayuki
|
|
2013
|
123 |
7 |
p. 2851-2876
26 p.
|
artikel
|
| 18 |
Some limit theorems for Hawkes processes and application to financial statistics
|
Bacry, E.
|
|
2013
|
123 |
7 |
p. 2475-2499
25 p.
|
artikel
|
| 19 |
Testing the characteristics of a Lévy process
|
Reiß, Markus
|
|
2013
|
123 |
7 |
p. 2808-2828
21 p.
|
artikel
|
| 20 |
Volatility inference in the presence of both endogenous time and microstructure noise
|
Li, Yingying
|
|
2013
|
123 |
7 |
p. 2696-2727
32 p.
|
artikel
|
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