"On a family of test statistics for discretely observed diffusion processes."

Alessandro De Gregorio, Stefano Maria Iacus (2013)

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DOI: 10.1016/J.JMVA.2013.08.002

access: open

type: Journal Article

metadata version: 2021-02-17

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Alessandro De Gregorio, Stefano Maria Iacus:
On a family of test statistics for discretely observed diffusion processes. J. Multivar. Anal. 122: 292-316 (2013)

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