Up a level |
Jump to: Journal Article
Number of items: 1.
Journal Article
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