Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/2097.
Date of creation: 2000
Date of revision:
Publication status: Published in: Journal of Statistical Planning and Inference (2000) v.91,p.323-340
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- Dennis Kristensen, 2004.
"Estimation in Two Classes of Semiparametric Diffusion Models,"
FMG Discussion Papers, Financial Markets Group
dp500, Financial Markets Group.
- Dennis Kristensen, 2004. "Estimation in two classes of semiparametric diffusion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 24739, London School of Economics and Political Science, LSE Library.
- Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods and Applications, Springer, Springer, vol. 21(4), pages 411-436, November.
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