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Local SIML estimation of some Brownian and jump functionals under market micro-structure noise

IF 1.1 Q3 STATISTICS & PROBABILITY
Japanese Journal of Statistics and Data Science Pub Date : 2022-07-30 DOI:10.1007/s42081-022-00172-0
N. Kunitomo, Seisho Sato
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市场微观结构噪声下某些布朗泛函和跳跃泛函的局部SIML估计
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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来源期刊
Japanese Journal of Statistics and Data Science
Japanese Journal of Statistics and Data Science STATISTICS & PROBABILITY-
CiteScore
2.00
自引率
15.40%
发文量
42
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