Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
| Year of publication: |
2009
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|---|---|
| Authors: | Masuda, Hiroki |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 1, p. 181-195
|
| Publisher: |
Springer |
| Subject: | Efficient estimation | Gamma subordinator | High-frequency sampling | Inverse-Gaussian subordinator | Optimal rate |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616083