61 research outputs found

    Selective serotonin reuptake inhibitors versus placebo in patients with major depressive disorder. A systematic review with meta-analysis and Trial Sequential Analysis

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    Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9

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    This paper presents a generalized pre-averaging approach for estimating the integrated volatility. This approach also provides consistent estimators of other powers of volatility in particular, it gives feasible ways to consistently estimate the asymptotic variance of the estimator of the integrated volatility. We show that our approach, which possess an intuitive transparency, can generate rate optimal estimators (with convergence rate n-1/4)

    Impact of TCP Flow Control in the Radio Resource Management of WCDMA Networks

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