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This paper presents a study on symmetry of repeated bi-phased data signals, in particular, on quantification of the deviation between the two parts of the signal. Three symmetry scores are defined using functional data techniques such as smoothing and registration. One score is related to the <italic>L</italic>...</sub>
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This paper deals with parametric inference for continuous-time stochastic volatility models observed at discrete points in time. We consider approximate maximum likelihood estimation: for the "k"th-order approximation, we pretend that the observations form a "k"th-order Markov chain, find the...
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