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Harvard Kennedy School Logo
 
Neil Shephard
September 4, 2022, Paper: "Using an in-fill argument, the properties of the sample median of a sequence of events are established both for the case of a fixed period of time and…
Harvard Kennedy School Logo
 
Neil Shephard
July 9, 2021, Paper: "This paper develops likelihood-based methods for estimation, inference, model selection, and forecasting of continuous-time integer-valued trawl processes.…