Semimartingale detection and goodness-of-fit tests

30 May 2015

Papers citing "Semimartingale detection and goodness-of-fit tests"

2 / 2 papers shown

Title
Model checks for the volatility under microstructure noise Mathias Vetter Holger Dette 40 14 0 23 Nov 2012
Adaptive wavelet estimation of the diffusion coefficient under additive error measurements M. Hoffmann Axel Munk Johannes Schmidt-Hieber 93 21 0 27 Jul 2010