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Asymptotic Inference about Predictive Accuracy Using High Frequency Data
Andrew J. Patton / Jia Li
statistical inferenceResource overview

Asymptotic Inference about Predictive Accuracy Using High Frequency Data

Paper2013

by Andrew J. Patton, Jia Li

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statistical inference

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Suggested foundations for probability and statistical reasoning. Specialist prerequisites vary by paper.

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  1. Random Variables and Distributions

    Read the distributions and expectations used in probabilistic arguments.

  2. Conditional Expectation

    Interpret expectations after information is observed.

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  1. Confidence Intervals and Hypothesis Testing

    Assess uncertainty rather than treating an estimate as a fact.

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