Kernel Autocorrelogram for Time Deformed Processes
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Cited by:
- Christian Gourieroux & Gaëlle Le Fol, 1997. "Volatilités et mesures de risque," Post-Print halshs-00877048, HAL.
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More about this item
Keywords
Subordinated Processes; Irregularly Spaced Data; Continuous Time Processes; Nonparametric Methods; Processus subordonnés; Observations manquantes; Processus en temps continu; Méthodes non paramétriques;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
Statistics
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