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

Stochastic Processes and their Applications ◽

10.1016/j.spa.2012.04.002 ◽

2012 ◽

Vol 122 (6) ◽

pp. 2411-2453 ◽

Author(s):

Markus Bibinger

Keyword(s):

Asymptotic Distribution ◽

Distribution Theory ◽

Asymptotic Distribution Theory ◽

Quadratic Covariation

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Asymptotic Distribution Theory

Time Series Analysis ◽

10.2307/j.ctv14jx6sm.10 ◽

2020 ◽

pp. 180-199

Keyword(s):

Asymptotic Distribution ◽

Distribution Theory ◽

Asymptotic Distribution Theory

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THE ASYMPTOTIC DISTRIBUTION THEORY OF ONE SAMPLE SIGNED RANK STATISTIC11This research was supported by the Office of Naval Research under Contract No. N00014-77-C-0659. Reproduction in whole or in part is permitted for any purpose of the U.S. Government.

Statistical Decision Theory and Related Topics III ◽

10.1016/b978-0-12-307502-4.50017-9 ◽

1982 ◽

pp. 213-232

Author(s):

Madan L. Puri ◽

Stefan S. Ralescu

Keyword(s):

Asymptotic Distribution ◽

Distribution Theory ◽

Naval Research ◽

Office Of Naval Research ◽

Signed Rank ◽

Asymptotic Distribution Theory ◽

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Asymptotic Distribution Theory in Nonparametric Statistics

10.1007/978-3-663-14229-4 ◽

1985 ◽

Author(s):

Manfred Denker

Keyword(s):

Asymptotic Distribution ◽

Nonparametric Statistics ◽

Distribution Theory ◽

Asymptotic Distribution Theory

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Asymptotic distribution theory on pseudo semiparametric maximum likelihood estimator with covariates missing not at random

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1678639 ◽

2019 ◽

pp. 1-12

Author(s):

Linghui Jin ◽

Yanyan Liu ◽

Lisha Guo

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Asymptotic Distribution ◽

Distribution Theory ◽

Likelihood Estimator ◽

Missing Not At Random ◽

Asymptotic Distribution Theory

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Asymptotic distribution theory for general statistical functionals

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02481085 ◽

1985 ◽

Vol 37 (1) ◽

pp. 131-138 ◽

Author(s):

Donald C. Taylor

Keyword(s):

Asymptotic Distribution ◽

Distribution Theory ◽

Asymptotic Distribution Theory ◽

General Statistical ◽

Statistical Functionals

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Testing monotonicity of a hazard: Asymptotic distribution theory

Bernoulli ◽

10.3150/12-bej437 ◽

2013 ◽

Vol 19 (5A) ◽

pp. 1965-1999 ◽

Author(s):

Piet Groeneboom ◽

Geurt Jongbloed

Keyword(s):

Asymptotic Distribution ◽

Distribution Theory ◽

Asymptotic Distribution Theory

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Pointwise Asymptotic Distribution Theory for Multivariate Problems

Nonparametric Estimation under Shape Constraints ◽

10.1017/cbo9781139020893.013 ◽

2014 ◽

pp. 360-377

Author(s):

Piet Groeneboom ◽

Geurt Jongbloed

Keyword(s):

Asymptotic Distribution ◽

Distribution Theory ◽

Multivariate Problems ◽

Asymptotic Distribution Theory

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Asymptotic Distribution Theory

Mathematical Statistics with Applications ◽

10.1201/9781315275864-7 ◽

2017 ◽

pp. 321-378

Keyword(s):

Asymptotic Distribution ◽

Distribution Theory ◽

Asymptotic Distribution Theory

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$M$-Estimation for Discrete Data: Asymptotic Distribution Theory and Implications

The Annals of Statistics ◽

10.1214/aos/1176350367 ◽

1987 ◽

Vol 15 (2) ◽

pp. 657-669 ◽

Author(s):

Douglas G. Simpson ◽

Raymond J. Carroll ◽

David Ruppert

Keyword(s):

Asymptotic Distribution ◽

Discrete Data ◽

Distribution Theory ◽

Asymptotic Distribution Theory ◽

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SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES

10.1093/biomet/43.3-4.285 ◽

1956 ◽

Vol 43 (3-4) ◽

pp. 285-294 ◽

Author(s):

CYRUS DERMAN

Keyword(s):

Markov Chains ◽

Asymptotic Distribution ◽

Distribution Theory ◽

Asymptotic Distribution Theory

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