A two-step estimation of diffusion processes using noisy observations
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Cited in
(8)- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
- Nonparametric robust function estimation for integrated diffusion processes
- On estimating a dynamic function of a stochastic system with averaging
- scientific article; zbMATH DE number 17499 (Why is no real title available?)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
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