Results 31 to 40 of about 106 (76)
Zero-intelligence realized variance estimation
, 2010 Limit order book, Market microstructure noise, Micro-price, Realized variance, Sampling schemes, 62E20, 62P20, C10, C80,
Gatheral, J. +3 more
core +1 more source
Weighted correlation tests for scale families
Asymptotic distributions, goodness of fit, general scale families, Pareto and Weibull scale families, weighted correlation tests, weighted Wasserstein distances, 62F05, 62E20, 60F05,
Sándor Csörgö
core +1 more source
L2-CONVERGENCE OF A NEAREST NEIGHBOR ESTIMATOR OF THE INTENSITY FUNCTION OF A CYCLIC POISSON PROCES [PDF]
, 2014 . We consider the problem of estimating the intensity func- tion of a cyclic Poisson process. We suppose that only a single realization of the cyclic Poisson process is observed within a bounded \u27window\u27, and our aim is to estimate consistently the
MANGKU, I W.
core +1 more source
Projection depth, empirical projection depth process, Primary 62E20, Secondary 62G35, 62G20,
Miguel Arcones, Yijun Zuo, Hengjian Cui
core +1 more source
Extreme value index, extreme value theory, mean squared error, parameter estimation, simulation, 62E20, 62G30, 62F12, 62E25,
M. Alves
core +1 more source
Non-central bivariate beta distribution
Beta distribution, Bivariate distribution, Confluent hypergeometric function, Gauss hypergeometric function, Product, Positively quadrant dependent, Quotient, Transformation, Primary 62H10, Secondary 62E20,
Johanna Orozco-Castañeda +2 more
core +1 more source
Comparison between the rates of convergence of extremes under linear and under power normalization
Regular variation, ℓ-max-stable laws, p-max-stable laws, Uniform metric, Total variation matric, Primary 60F05, 62E20, Secondary 62E15, 62G30,
H. Barakat, E. Nigm, Magdy El-Adll
core +1 more source
A class of asymptotically unbiased semi-parametric estimators of the tail index
Statistical theory of extremes, semi-parametric estimation, Primary 62G05, 62E25, 62E20, Secondary 62F35,
Frederico Caeiro, M. Ivette Gomes
core +1 more source
Ranked set sampling, Concomitant variable, Bivariate normal distribution, Pseudo maximum likelihood estimator, 62D05, 62F12, 62E20,
Gang Zheng, Terrence Hui, Reza Modarres
core +1 more source
Locally asymptotically mixed normal experiments, Convolution theorem, Contiguity, Exponential approximation, Stopping time, Primary 62E20, 62L12, 62F12, Secondary 60G07, 60E10, 60G40,
George Roussas, Debasis Bhattacharya
core +1 more source