Local SIML estimation of some Brownian and jump functionals under market micro-structure noise
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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2520-8764
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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Local SIML estimation of some Brownian and jump functionals under market micro-structure noise ; day:30 ; month:7 ; year:2022 ; pages:1-40
Japanese journal of statistics and data science ; (30.7.2022), 1-40
- Creator
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Kunitomo, Naoto
Sato, Seisho
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s42081-022-00172-0
- URN
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urn:nbn:de:101:1-2022101720184860151278
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:29 AM CEST
Data provider
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Associated
- Kunitomo, Naoto
- Sato, Seisho
- SpringerLink (Online service)
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