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

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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