Misspecified diffusion models with high-frequency observations and an application to neural networks (Q2239259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecified diffusion models with high-frequency observations and an application to neural networks |
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Misspecified diffusion models with high-frequency observations and an application to neural networks (English)
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3 November 2021
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diffusion processes
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high-frequency data
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market microstructure noise
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maximum-likelihood-type estimation
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misspecified model
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neural network
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