24 citations · 28 across the 6 of their papers we have counts for
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math.ST2019
Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise
Qi Wang, José E. Figueroa-López, Todd Kuffner
Volatility estimation based on high-frequency data is key to accurately measure and control the risk of financial assets. A Lévy process with infinite jump activity and microstruct…
math.ST2019
Block bootstrap optimality for density estimation with dependent data
Todd A. Kuffner, Stephen M. -S. Lee, G. Alastair Young
Accurate approximation of the sampling distribution of nonparametric kernel density estimators is crucial for many statistical inference problems. Since these estimators have compl…