منابع مشابه
Inference for Continuous
The econometric literature of high frequency data usually relies on moment estimators which are derived from assuming local constancy of volatility and related quantities. We here show that this first order approximation is not always valid if used näıvely. We find that such approximations require an ex post adjustment involving asymptotic likelihood ratios. These are given. Several examples (p...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1983
ISSN: 0090-5364
DOI: 10.1214/aos/1176346062