4. Mathematics
  5. Statistics Theory

Markus Bibinger

Mathematics – Statistics Theory

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An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory

Mathematics – Statistics Theory
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Asymptotics of Asynchronicity

Mathematics – Statistics Theory
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Efficient covariance estimation for asynchronous noisy high-frequency data

Mathematics – Statistics Theory
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Spectral covolatility estimation from noisy observations using local weights

Mathematics – Statistics Theory
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