Seminarium, Matematisk statistik

Markus Reiß: Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency

1 jun

Seminarium, Matematisk statistik

onsdag 2016-06-01, 15.15

Medverkande: Markus Reiß (Humboldt University, Berlin)

Plats: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University

2016-06-01T15:15:00.219+02:00 2016-06-01T15:15:00.219+02:00 Markus Reiß: Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Seminarium, Matematisk statistik) Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University (KTH, Stockholm, Sweden)Markus Reiß: Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Seminarium, Matematisk statistik)