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Weak-consistent dynamic correlation estimators for Brownian motion pairs and for Geometric Brownian motion pairs - MaRDI portal

Weak-consistent dynamic correlation estimators for Brownian motion pairs and for Geometric Brownian motion pairs

From MaRDI portal
Publication:6342537

DOI10.31390/JOSA.3.1.02arXiv2006.05793MaRDI QIDQ6342537

Yihren Wu, Majnu John

Publication date: 10 June 2020




Mathematics Subject Classification ID

Brownian motion (60J65)








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