4. Mathematics
  5. Statistics Theory

Yacine Aït-Sahalia

Mathematics – Statistics Theory

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Closed-form likelihood expansions for multivariate diffusions

Mathematics – Statistics Theory
Scientific paper

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Estimating the degree of activity of jumps in high frequency data

Mathematics – Statistics Theory
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Estimators of diffusions with randomly spaced discrete observations: A general theory

Mathematics – Statistics Theory
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Fisher's Information for Discretely Sampled Levy Processes

Mathematics – Probability
Scientific paper

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High frequency market microstructure noise estimates and liquidity measures

Statistics – Applications
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