Inference for continuous semimartingales observed at high frequency
by Per A. Mykland and Lan Zhang
| Year of publication: |
2009
|
|---|---|
| Authors: | Mykland, Per A. ; Zhang, Lan |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 77.2009, 5, p. 1403-1445
|
| Subject: | Induktive Statistik | Statistical inference | Martingal | Martingale | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003914908