Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process
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Publication:6498642
DOI10.1186/S13660-023-03065-2MaRDI QIDQ6498642FDOQ6498642
Authors: Shanchao Yang, Zhi-Yong Li, Xin Yang
Publication date: 7 May 2024
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Nonparametric inference (62Gxx) Limit theorems in probability theory (60Fxx) Inference from stochastic processes (62Mxx)
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