On sample marginal quantiles for stationary processes
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DOI: 10.1016/j.spl.2012.07.016
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- Yves Dominicy & Siegfried Hörmann & Hiroaki Ogata & David Veredas, 2013. "On sample marginal quantiles for stationary processes," ULB Institutional Repository 2013/136283, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
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- Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers 1843, Aix-Marseille School of Economics, France.
- Sébastien Laurent & Shuping Shi, 2020. "Volatility estimation and jump detection for drift–diffusion processes," Post-Print hal-02909690, HAL.
- Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers halshs-01944449, HAL.
- Lorenzo Ricci & David Veredas, 2012. "TailCoR," Working Papers 1227, Banco de España.
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