In most books on time series analysis, estimators of the variance and autocovariance for a stationary process are discussed under the assumption that the process mean is known. Here we illustrate that ...

RICHMOND HEIGHTS, Ohio -- Belle Oaks Marketplace developer DealPoint Merrill has informed the city that it has withdrawn its request for a use variance for the former Faith United Church of Christ ...

This article investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a ...