Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models

29 October 2021

Papers citing "Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models"

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On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE Nicolas Marie 29 3 0 13 Jan 2023