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Lee, Wooyong, Greenwood, Priscilla E., Heckman, Nancy and Wefelmeyer, Wolfgang 
ORCID: 0000-0003-4814-0160
(2017).
Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise.
Stat. Infer. Stoch. Proc., 20 (2).
S. 237 - 253.
DORDRECHT:
SPRINGER.
ISSN 1572-9311