Efficient estimation for diffusions sampled at high frequency over a fixed time interval
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- Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Final published version, 1.04 MB, PDF document
Original language | English |
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Journal | Bernoulli |
Volume | 23 |
Issue number | 3 |
Pages (from-to) | 1874-1910 |
Number of pages | 37 |
ISSN | 1350-7265 |
DOIs | |
Publication status | Published - 2017 |
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ID: 174274228