Access Statistics for Ye Lu
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES | 0 | 1 | 2 | 12 | 0 | 3 | 17 | 59 |
| Bootstrap Inference for Hawkes and General Point Processes | 0 | 0 | 4 | 39 | 0 | 0 | 6 | 51 |
| Bootstrap inference for Hawkes and general point processes | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 11 |
| Testing for Stationarity at High Frequency | 0 | 0 | 1 | 60 | 1 | 1 | 4 | 123 |
| Understanding Regressions with Observations Collected at High Frequency over Long Span | 0 | 0 | 0 | 126 | 0 | 0 | 3 | 133 |
| Understanding Regressions with Observations Collected at High Frequency over Long Span | 0 | 0 | 0 | 17 | 0 | 1 | 3 | 34 |
| Total Working Papers | 0 | 1 | 7 | 254 | 1 | 5 | 35 | 411 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Estimation of longrun variance of continuous time stochastic process using discrete sample | 0 | 2 | 4 | 11 | 0 | 2 | 5 | 34 |
| Testing for Stationarity at High Frequency | 0 | 0 | 0 | 2 | 1 | 2 | 2 | 23 |
| Total Journal Articles | 0 | 2 | 4 | 13 | 1 | 4 | 7 | 57 |
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