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Olhede, S.C
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Olhede, S.C
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1
Frequency Domain Estimation of Integrated Volatility for Ito Processes in the Presence of Market-Microstructure Noise
by
Olhede
, S.
C
,
Sykulski, A.M
,
Pavliotis, G.A
Published 2009
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2
What is the Fourier Transform of a Spatial Point Process?
by
Grainger, J.P
,
Murrell, D.J
,
Olhede
, S.
C
,
Rajala, T.A
Published 2023
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Related Subjects
Campbell
Debiased periodogram
Discrete Fourier transforms
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Spectral density
Spectral density function
Spectral moments
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Stochastic processes
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Time series analysis
Time-series analysis
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