Asymptotic behavior of mixed power variations and statistical estimation in mixed models
Dozzi, Marco, Mishura, Yuliya, Shevchenko, GeorgiyТом:
18
Мова:
english
Журнал:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-014-9106-5
Date:
July, 2015
Файл:
PDF, 307 KB
english, 2015