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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes

✍ Scribed by Takaki Hayashi; Nakahiro Yoshida

Publisher: Springer Japan
Year: 2007
Tongue: English
Weight: 466 KB
Volume: 60
Category: Article
ISSN: 0020-3157
DOI: 10.1007/s10463-007-0138-0

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