Maximum likelihood estimator for skew Brownian motion: the convergence rate
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Publication:6425602
DOI10.1111/SJOS.12694arXiv2302.02954OpenAlexW4367558121MaRDI QIDQ6425602
Sara Mazzonetto, Antoine Lejay
Publication date: 6 February 2023
Full work available at URL: https://doi.org/10.1111/sjos.12694
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