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"

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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 13 5 0 30 May 2017