Estimation of ergodic square-root diffusion under high-frequency sampling

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Estimation of ergodic square-root diffusion under high-frequency sampling (scientific article from arXiv)

MaRDI QIDQ7137964arXivFDO

Authors Yuzhong Cheng, Nicole Hufnagel, Hiroki Masuda

Publication date 2021

Published in arXiv


arXiv classification

math.ST















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