Efficient Covariance Estimation for Asynchronous Noisy High-Frequency Data
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2010
ISSN: 0303-6898
DOI: 10.1111/j.1467-9469.2010.00712.x