Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise

Lee, W Greenwood, PE Heckman, N Wefelmeyer, W

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Publisher:: Springer Science and Business Media LLC
Publication Type:: Journal Article
Citation:: Statistical Inference for Stochastic Processes, 2016, 20, (2), pp. 237-252
Issue Date:: 2016-06-20

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Field	Value	Language
dc.contributor.author	Lee, W
dc.contributor.author	Greenwood, PE
dc.contributor.author	Heckman, N
dc.contributor.author	Wefelmeyer, W
dc.date.accessioned	2022-03-31T02:16:31Z
dc.date.available	2022-03-31T02:16:31Z
dc.date.issued	2016-06-20
dc.identifier.citation	Statistical Inference for Stochastic Processes, 2016, 20, (2), pp. 237-252
dc.identifier.issn	1387-0874
dc.identifier.issn	1572-9311
dc.identifier.uri	http://hdl.handle.net/10453/155747
dc.language	en
dc.publisher	Springer Science and Business Media LLC
dc.relation.ispartof	Statistical Inference for Stochastic Processes
dc.relation.isbasedon	10.1007/s11203-016-9141-5
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	0104 Statistics
dc.subject.classification	Statistics & Probability
dc.title	Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise
dc.type	Journal Article
utslib.citation.volume	20
utslib.for	0104 Statistics
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Economics Discipline
utslib.copyright.status	closed_access	*
dc.date.updated	2022-03-31T02:16:30Z
pubs.issue	2
pubs.publication-status	Published
pubs.volume	20
utslib.citation.issue	2

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