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Adaptive testing method for ergodic diffusion processes based on high
  frequency data

Adaptive testing method for ergodic diffusion processes based on high frequency data

26 October 2020
T. Kawai
Masayuki Uchida
ArXiv (abs)PDFHTML

Papers citing "Adaptive testing method for ergodic diffusion processes based on high frequency data"

1 / 1 papers shown
Title
Adaptive inference for small diffusion processes based on sampled data
Adaptive inference for small diffusion processes based on sampled data
T. Kawai
Masayuki Uchida
55
1
0
03 Aug 2021
1