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Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise

Sujin Park

Publication Data

Title Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Author Sujin Park
Contributors Oliver B. Linton, Oliver B. Linton
Publisher Financial Markets Group, The London School of Economics and Political Science
Publication date 0000
Publication location London

Topics

Time-series analysis
Analysis of covariance
Economics, Mathematical

Catalogue Data

OBNB ID GBB328179
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.1543

ISBD

P1053 35 pages
P1042 Includes bibliographical references.

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Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise by Sujin Park. Published by Financial Markets Group, The London School of Economics and Political Science. Publication and catalogue information, links to buy online and reader comments.