Estimation of integrated quadratic covariation with endogenous sampling times

Business & Economics

• Assets 3%
• Asymptotic Bias 9%
• Central Limit Theorem 10%
• Endogenous Sampling 100%
• Estimator 19%
• Integrated 28%
• Nonparametric Model 8%
• Process Model 8%
• Standard Error 6%

Engineering & Materials Science

• Heterojunction bipolar transistors 57%
• Sampling 34%

Mathematics

• Arbitrary 3%
• Asymptotic Bias 7%
• Central limit theorem 5%
• Consistent Estimator 6%
• Estimator 10%
• Hits 7%
• Independence 5%
• Nonparametric Model 6%
• Observation 15%
• Process Model 6%
• Relationships 3%
• Standard error 6%