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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
scientific article published on 31 March 2017
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title
Efficient estimation for diffusions sampled at high frequency over a fixed time interval
(English)
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author
Nina Munkholt Jakobsen
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Nina Munkholt Jakobsen
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1
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Michael Sørensen
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2
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publication date
31 March 2017
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full work available at URL
https://arxiv.org/pdf/1507.06792.pdf
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published in
Bernoulli
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maintained by WikiProject
WikiProject Mathematics
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DOI
10.3150/15-BEJ799
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arXiv ID
1507.06792
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stat.ME
math.ST
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arxiv-1507.06792
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zbMATH Open document ID
1392.62250
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