Nonparametric estimation of trawl processes: Theory and Applications

Mathematics

• Asymptotics 100%
• Nonparametric Estimation 100%
• Central Limit Theorem 100%
• Simulation Study 50%
• Serial Correlation 50%
• Asymptotic Variance 50%
• Asymptotic Theory 50%
• Modeling 50%
• Empirical Illustration 50%
• Asymptotic Bias 50%
• Laws of Large Number 50%
• Infinitely Divisible Processes 50%
• Consistent Estimator 50%

Economics, Econometrics and Finance

• Estimation Theory 100%
• Measure of Dispersion 25%