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There are 17635 results for: content related to: The Double Gaussian Approximation for High Frequency Data

  1. Estimation of General Stationary Processes by Variable Length Markov Chains

    Scandinavian Journal of Statistics

    Volume 30, Issue 3, September 2003, Pages: 459–480, Fiorenzo Ferrari and Abraham Wyner

    Version of Record online : 7 AUG 2003, DOI: 10.1111/1467-9469.00342

  2. Non-parametric Tests for Recurrent Events under Competing Risks

    Scandinavian Journal of Statistics

    Volume 36, Issue 4, December 2009, Pages: 649–670, JEAN-YVES DAUXOIS and SOPHIE SENCEY

    Version of Record online : 29 JUL 2009, DOI: 10.1111/j.1467-9469.2009.00642.x

  3. Joint Estimation of Intersecting Context Tree Models

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 344–362, ANTONIO GALVES, AURÉLIEN GARIVIER and ELISABETH GASSIAT

    Version of Record online : 7 DEC 2012, DOI: 10.1111/j.1467-9469.2012.00814.x

  4. Goodness-of-Fit Test for Monotone Functions

    Scandinavian Journal of Statistics

    Volume 37, Issue 3, September 2010, Pages: 422–441, CÉCILE DUROT and LAURENCE REBOUL

    Version of Record online : 23 APR 2010, DOI: 10.1111/j.1467-9469.2010.00688.x

  5. The Loss Rank Criterion for Variable Selection in Linear Regression Analysis

    Scandinavian Journal of Statistics

    Volume 38, Issue 3, September 2011, Pages: 466–479, MINH-NGOC TRAN

    Version of Record online : 13 MAY 2011, DOI: 10.1111/j.1467-9469.2011.00732.x

  6. Cohort Sampling Schemes for the Mantel–Haenszel Estimator

    Scandinavian Journal of Statistics

    Volume 34, Issue 1, March 2007, Pages: 137–154, LARRY GOLDSTEIN and BRYAN LANGHOLZ

    Version of Record online : 25 JAN 2007, DOI: 10.1111/j.1467-9469.2006.00542.x

  7. Bayesian Optimal Adaptive Estimation Using a Sieve Prior

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 549–570, JULYAN ARBEL, GHISLAINE GAYRAUD and JUDITH ROUSSEAU

    Version of Record online : 22 FEB 2013, DOI: 10.1002/sjos.12002

  8. Markov Chain Monte Carlo for Exact Inference for Diffusions

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 294–321, GIORGOS SERMAIDIS, OMIROS PAPASPILIOPOULOS, GARETH O. ROBERTS, ALEXANDROS BESKOS and PAUL FEARNHEAD

    Version of Record online : 12 OCT 2012, DOI: 10.1111/j.1467-9469.2012.00812.x

  9. Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes

    Scandinavian Journal of Statistics

    Volume 36, Issue 4, December 2009, Pages: 800–821, MARIOS SERGIDES and EFSTATHIOS PAPARODITIS

    Version of Record online : 18 SEP 2009, DOI: 10.1111/j.1467-9469.2009.00652.x

  10. Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

    Scandinavian Journal of Statistics

    Volume 36, Issue 2, June 2009, Pages: 270–296, CECILIA MANCINI

    Version of Record online : 13 FEB 2009, DOI: 10.1111/j.1467-9469.2008.00622.x

  11. Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data

    Scandinavian Journal of Statistics

    Volume 38, Issue 1, March 2011, Pages: 23–45, MARKUS BIBINGER

    Version of Record online : 30 SEP 2010, DOI: 10.1111/j.1467-9469.2010.00712.x

  12. Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data

    Scandinavian Journal of Statistics

    Volume 37, Issue 4, December 2010, Pages: 644–663, LIUGEN XUE

    Version of Record online : 10 NOV 2010, DOI: 10.1111/j.1467-9469.2009.00677.x

  13. Orthogonalized Residuals for Estimation of Marginally Specified Association Parameters in Multivariate Binary Data

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 515–527, BAHJAT F. QAQISH, RICHARD C. ZINK and JOHN S. PREISSER

    Version of Record online : 2 JUL 2012, DOI: 10.1111/j.1467-9469.2012.00802.x

  14. The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

    Scandinavian Journal of Statistics

    Volume 35, Issue 3, September 2008, Pages: 438–465, JULIE LYNG FORMAN and MICHAEL SØRENSEN

    Version of Record online : 24 APR 2008, DOI: 10.1111/j.1467-9469.2007.00592.x

  15. How Many Iterations are Sufficient for Efficient Semiparametric Estimation?

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 592–618, GUANG CHENG

    Version of Record online : 3 APR 2013, DOI: 10.1002/sjos.12005

  16. On a Class of Random Probability Measures with General Predictive Structure

    Scandinavian Journal of Statistics

    Volume 38, Issue 2, June 2011, Pages: 359–376, STEFANO FAVARO, IGOR PRÜNSTER and STEPHEN G. WALKER

    Version of Record online : 26 MAY 2010, DOI: 10.1111/j.1467-9469.2010.00702.x

  17. Series Estimation in Partially Linear In-Slide Regression Models

    Scandinavian Journal of Statistics

    Volume 38, Issue 1, March 2011, Pages: 89–107, JINHONG YOU, XIAN ZHOU and YONG ZHOU

    Version of Record online : 30 SEP 2010, DOI: 10.1111/j.1467-9469.2010.00711.x

  18. Weak Convergence of the Regularization Path in Penalized M-Estimation

    Scandinavian Journal of Statistics

    Volume 37, Issue 3, September 2010, Pages: 477–495, JEAN-FRANCOIS GERMAIN and FRANCOIS ROUEFF

    Version of Record online : 24 JAN 2010, DOI: 10.1111/j.1467-9469.2009.00682.x

  19. A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas

    Scandinavian Journal of Statistics

    Volume 39, Issue 3, September 2012, Pages: 480–496, IVAN KOJADINOVIC and JUN YAN

    Version of Record online : 5 MAR 2012, DOI: 10.1111/j.1467-9469.2011.00772.x

  20. Semi-Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case

    Scandinavian Journal of Statistics

    Volume 35, Issue 4, December 2008, Pages: 701–718, CLAUDIA KLÜPPELBERG, GABRIEL KUHN and LIANG PENG

    Version of Record online : 4 JUN 2008, DOI: 10.1111/j.1467-9469.2008.00602.x