Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086): Difference between revisions

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Latest revision as of 15:20, 15 July 2024

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Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise
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    Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (English)
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    18 May 2018
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    asymptotic efficiency
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    Bayes-type estimation
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    diffusion processes
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    local asymptotic normality
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    market microstructure noise
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    maximum-likelihood-type estimation
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    nonsynchronous observations
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    parametric estimation
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