An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621)

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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
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    An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (English)
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    7 August 2014
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    diffusion
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    model selection
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    high-frequency observation
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    likelihood ratio
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    information criterion
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    spot interest rate
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