Parametric inference for nonsynchronously observed diffusion processes in the presence of market microstructure noise (Q1750086)
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| English | 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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0.8390933275222778
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0.7982379794120789
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0.7956759929656982
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0.7950350642204285
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0.7914894819259644
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