I agree that this site is using cookies. You can find further informations here.
X
Merkliste 
 1 Ergebnisse 
 
1

Change-point inference on volatility in noisy Itô semimarti..:

Bibinger, Markus ; Madensoy, Mehmet
Stochastic Processes and their Applications.  129 (2019)  12 - p. 4878-4925 , 2019
Link: https://doi.org/10.1016/j.spa.2018.12.013