![]() | 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