Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise

5 August 2014

Papers citing "Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise"

1 / 1 papers shown

Title
$Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions$ Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions Kohei Chiba 11 5 0 30 May 2017