Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
| Year of publication: |
2008
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|---|---|
| Authors: | Hayashi, Takaki ; Yoshida, Nakahiro |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 60.2008, 2, p. 367-406
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