Asymptotically efficient estimation for diffusion processes with nonsynchronous observations

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource, 1 online resource.
Language
Englisch

Bibliographic citation
Asymptotically efficient estimation for diffusion processes with nonsynchronous observations ; volume:6 ; number:1 ; day:10 ; month:3 ; year:2023 ; pages:505-550 ; date:6.2023
Japanese journal of statistics and data science ; 6, Heft 1 (10.3.2023), 505-550, 6.2023

Creator
Ogihara, Teppei
Contributor
SpringerLink (Online service)

DOI
10.1007/s42081-023-00196-0
URN
urn:nbn:de:101:1-2023091108332021650644
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:56 AM CEST

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Associated

  • Ogihara, Teppei
  • SpringerLink (Online service)

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