Volatility estimation of general Gaussian Ornstein-Uhlenbeck process
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Publication:2006737
DOI10.1016/j.spl.2020.108796zbMath1460.60023arXiv1909.06715OpenAlexW3020417667MaRDI QIDQ2006737
Publication date: 12 October 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.06715
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