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person:"Singh, Garib N."
subject:"Sampling"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Aït-Sahalia, Yacine"
~person:"Chaudhuri, Arijit"
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Estimation theory
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Singh, Garib N.
Aït-Sahalia, Yacine
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Technical working paper / National Bureau of Economic Research
Statistics in transition : an international journal of the Polish Statistical Association
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Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Metrika : international journal for theoretical and applied statistics
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Advances in economics and econometrics ; Vol. 3
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The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine
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Mykland, Per A.
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2002
Persistent link: https://www.econbiz.de/10001663740
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Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine
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1998
Persistent link: https://www.econbiz.de/10000982384
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