Local SIML Estimation of Brownian Functionals

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_8 ◽

2018 ◽

pp. 97-101

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

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