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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine, (2000)
Estimation of a linear Gaussian model
Danesi, Vladimir, (1998)
Nonparametric estimation for a stochastic volatility model
Comte, Fabienne, (2009)