Local SIML estimation of some Brownian and jump functionals under market micro-structure noise.
| Autor: | Kunitomo, Naoto, Sato, Seisho |
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| Zdroj: | Japanese Journal of Statistics & Data Science; Dec2022, Vol. 5 Issue 2, p831-870, 40p |
| Databáze: | Complementary Index |
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