scholarly journals Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality

2013 ◽  
Author(s):  
Thibault Vatter ◽  
Hau-tieng Wu ◽  
Vallrie Chavez-Demoulin ◽  
Bin Yu
Keyword(s):  
Parametric Estimation ◽  
Spot Volatility ◽  
Non Parametric Estimation ◽  
Non Parametric

scholarly journals Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality

Econometrics ◽  
2015 ◽  
Vol 3 (4) ◽  
pp. 864-887 ◽  
Author(s):  
Thibault Vatter ◽  
Hau-Tieng Wu ◽  
Valérie Chavez-Demoulin ◽  
Bin Yu
Keyword(s):  
Parametric Estimation ◽  
Spot Volatility ◽  
Non Parametric Estimation ◽  
Non Parametric

NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS

2014 ◽  
Vol 35 (6) ◽  
pp. 572-591 ◽  
Author(s):  
Chao Yu ◽  
Yue Fang ◽  
Zeng Li ◽  
Bo Zhang ◽  
Xujie Zhao
Keyword(s):  
High Frequency ◽  
Parametric Estimation ◽  
Spot Volatility ◽  
Non Parametric Estimation ◽  
Non Parametric

Non-parametric estimation for aggregated functional data for electric load monitoring

2009 ◽  
Vol 20 (2) ◽  
pp. 111-130 ◽  
Author(s):  
Ronaldo Dias ◽  
Nancy L. Garcia ◽  
Angelo Martarelli
Keyword(s):  
Functional Data ◽  
Parametric Estimation ◽  
Electric Load ◽  
Load Monitoring ◽  
Non Parametric Estimation ◽  
Non Parametric

Non-parametric estimation from simultaneous degradation and failure time data

2002 ◽  
Vol 335 (2) ◽  
pp. 183-188 ◽  
Author(s):  
Vilijandas Bagdonavičius ◽  
Algis Bikelis ◽  
Vytautas Kazakevičius ◽  
Mikhail Nikulin
Keyword(s):  
Failure Time ◽  
Parametric Estimation ◽  
Failure Time Data ◽  
Time Data ◽  
Non Parametric Estimation ◽  
Simultaneous Degradation ◽  
Non Parametric
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