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Statistical inference for the intensity in a partially observed jump diffusion
Maroulas, Vasileios, Pan, Xiaoyang, Xiong, JieLanguage:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2018.10.026
Date:
October, 2018
File:
PDF, 306 KB
english, 2018