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Journal Article

Lee, Wooyong, Greenwood, Priscilla E., Heckman, Nancy and Wefelmeyer, Wolfgang (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

This list was generated on Mon Mar 8 06:11:25 2021 CET.