HIGHLIGHTS
- who: Naoto Kunitomo from the Institute of Statistical, Midori-cho, Tachikawashi, Tokyo, Japan University of Tokyo, Graduate School of Economics, Bunkyo-ku, Hongo, Tokyo, have published the research: Local SIML estimation of some Brownian and jump functionals under market micro-structure noise, in the Journal: (JOURNAL) of April/16,/2007
- what: The authors develop the local SIML (LSIML) method which is an extension of the separating information maximum likelihood (SIML) method proposed by Kunitomo et_al (Separating information maximum likelihood method for high-frequency financial 2018) and Kunitomo and Kurisu (Jpn J Stat Sci (JJSD) 4 . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.