Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Image CAPTCHA

Enter the characters shown in the image.

User menu

You are here

  1. Department of Statistics
  2. Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise

Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise

TitlePre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise
Publication TypeJournal
AuthorsLee, W, Greenwood, PE, Heckman, N, Wefelmeyer, W