3 papers
econ.EM2026
The "Rough" HAR Model
Mikkel Bennedsen, Kim Christensen, Peter Korsbakke Christensen +2
This paper proposes discrete-time approximations to rough continuous-time models of realized variance (RV). The leading rough models can be viewed as autoregressive processes drive…
math.ST2025
Optimal Estimation for General Gaussian Processes
Tetsuya Takabatake, Jun Yu, Chen Zhang
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE)…
cond-mat.str-el2025
Surface charge density wave in UTe2
Pablo García Talavera, Miguel Águeda Velasco, Makoto Shimizu +12
The spatially uniform electronic density characteristic of a metal can become unstable at low temperatures, leading to the formation of charge density waves (CDWs). These CDWs, obs…