Efficient estimation for ergodic diffusion processes sampled at high frequency
Preprint in arXiv (January 2024)
The most recent citing publications are shown below. View all 35 publications that cite this research output on Dimensions.
Preprint in arXiv (January 2024)
Article in Stochastic Processes and their Applications (October 2023)
Article in SIAM Journal on Control and Optimization (September 2023)