Pages that link to "Item:Q6176239"
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The following pages link to Asymptotically efficient estimation for diffusion processes with nonsynchronous observations (Q6176239):
Displaying 3 items.
- Efficient estimation for diffusions sampled at high frequency over a fixed time interval (Q527471) (← links)
- A note on the effect of asynchronous sampling on estimation accuracy (Q1059606) (← links)
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)