On covariance estimation of non-synchronously observed diffusion processes

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Publication:1781192

DOI10.3150/bj/1116340299zbMath1064.62091OpenAlexW2094859553MaRDI QIDQ1781192

Nakahiro Yoshida, Takaki Hayashi

Publication date: 23 June 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1116340299




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