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Non-asymptotic statistical test of the diffusion coefficient of
  stochastic differential equations

Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations

20 July 2023
A. Melnykova
Patricia Reynaud-Bouret
Adeline M. M. Samson
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Papers citing "Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations"

2 / 2 papers shown
Title
Inference on the maximal rank of time-varying covariance matrices using
  high-frequency data
Inference on the maximal rank of time-varying covariance matrices using high-frequency data
M. Reiß
Lars Winkelmann
45
4
0
01 Oct 2021
Estimation of the Brownian dimension of a continuous Itô process
Estimation of the Brownian dimension of a continuous Itô process
J. Jacod
A. Lejay
D. Talay
86
12
0
14 May 2008
1