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Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael, (2000)
No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem, (1997)
Deviation probability bound for martingales with applications to statistical estimation
Liptser, R., (1999)
Local whittle estimation of fractional integration for nonlinear processes
Shao, Xiaofeng, (2007)
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao, (2007)