理学 >>> 数学 信息科学与系统科学 物理学 化学 天文学 地球科学总论 大气科学 地球物理学 地理学 地质学 水文学 海洋科学 生物学 科学技术史
搜索结果: 1-4 共查到理学 High-frequency data相关记录4条 . 查询时间(0.13 秒)
With noisy and asynchronous high-frequency data collected for an ultra-large number of assets, we estimate high-dimensional spot volatility matrices satisfying a low-rank plus sparse structure. A loca...
In temperate lakes, it is generally assumed that light rather than temperature constrains phytoplankton growth in winter. Rapid winter warming and increasing observations of winter blooms warrant more...
This paper considers the problem of testing for the presence of a continuous part in a semimartingale sampled at high frequency. We provide two tests, one where the null hypothesis is that a continuou...
We define a generalized index of jump activity, propose estimators of that index for a discretely sampled process and derive the estimators’ properties.These estimators are applicable despite the pres...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...