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Prediction-based estimation for diffusion models with high-..:
Jørgensen, Emil S.
;
Sørensen, Michael
Japanese Journal of Statistics and Data Science. 4 (2021) 1 - p. 483-511 , 2021
Link:
https://doi.org/10.1007/s42081-020-00103-x
RT Journal T1 <Title>Prediction-based estimation for diffusion models with high-frequency data</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s42081-020-00103-x&Exemplar=1&LAN=DE A1 Jørgensen, Emil S. A1 Sørensen, Michael PB Springer Science and Business Media LLC YR 2021 SN 2520-8756 SN 2520-8764 JF Japanese Journal of Statistics and Data Science VO 4 IS 1 SP 483 OP 511 LK http://dx.doi.org/https://doi.org/10.1007/s42081-020-00103-x DO https://doi.org/10.1007/s42081-020-00103-x SF ELIB - SuUB Bremen
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