„Microstructure noise“
Suchergebnisse
69 Treffer
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Noise suppressed and bias field corrected image segmentation method for porous Ni-YSZ anode microstructure
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Stable convergence in statistical inference and numerical approximation of stochastic processes
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Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise
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Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise
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Influence of the Microstructure in the Acoustical Performance of Consolidated Lightweight Granular Materials
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Microstructure and Noise in Financial Markets – Rigorous and not-so rigorous results in market microstructure
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Bipower-type estimation in a noisy diffusion setting
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Asymptotic theory for range-based estimation of integrated variance of a continuous semi-martingale
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Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps