Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Efficient estimation for diffusions sampled at high frequency over a fixed time interval. / Jakobsen, Nina Munkholt; Sørensen, Michael.
In: Bernoulli, Vol. 23, No. 3, 2017, p. 1874-1910.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Jakobsen, NM & Sørensen, M 2017, 'Efficient estimation for diffusions sampled at high frequency over a fixed time interval', Bernoulli, vol. 23, no. 3, pp. 1874-1910. https://doi.org/10.3150/15-BEJ799
APA
Jakobsen, N. M., & Sørensen, M. (2017). Efficient estimation for diffusions sampled at high frequency over a fixed time interval. Bernoulli, 23(3), 1874-1910. https://doi.org/10.3150/15-BEJ799
Vancouver
Jakobsen NM, Sørensen M. Efficient estimation for diffusions sampled at high frequency over a fixed time interval. Bernoulli. 2017;23(3):1874-1910. https://doi.org/10.3150/15-BEJ799
Author
Bibtex
@article{4ca6f5eb7914452dbe025707e51f5fbf,
title = "Efficient estimation for diffusions sampled at high frequency over a fixed time interval",
author = "Jakobsen, {Nina Munkholt} and Michael S{\o}rensen",
year = "2017",
doi = "10.3150/15-BEJ799",
language = "English",
volume = "23",
pages = "1874--1910",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "3",
}
RIS
TY - JOUR
T1 - Efficient estimation for diffusions sampled at high frequency over a fixed time interval
AU - Jakobsen, Nina Munkholt
AU - Sørensen, Michael
PY - 2017
Y1 - 2017
U2 - 10.3150/15-BEJ799
DO - 10.3150/15-BEJ799
M3 - Journal article
VL - 23
SP - 1874
EP - 1910
JO - Bernoulli
JF - Bernoulli
SN - 1350-7265
IS - 3
ER -
ID: 174274228