Efficient estimation for ergodic diffusion processes sampled at high frequency
Preprint in arXiv (January 2024)
The most recent citing publications are shown below. View all 36 publications that cite this research output on Dimensions.
Preprint in arXiv (January 2024)
Preprint in SSRN Electronic Journal (January 2024)
Article in Stochastic Processes and their Applications (October 2023)