trawl-process

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almutveraart / Nonparametric-trawl-estimation

This repository contains the R code for the empirical study presented in the article "Nonparametric estimation for trawl processes: Theory and Applications" by Orimar Sauri (Aalborg University) and Almut Veraart (Imperial College London).

forecasting trawl-process non-parametric-estimation high-frequency-financial-data

Updated Sep 19, 2024
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trawl-process

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almutveraart / Nonparametric-trawl-estimation

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