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Parametric inference for discretely observed subordinate diffusions |
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| Authors: | Guo Weiwei Li Lingfei |
| Affiliation: | 1.Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong ; |
| Abstract: | Statistical Inference for Stochastic Processes - Subordinate diffusions are constructed by time changing diffusion processes with an independent Lévy subordinator. This is a rich family of... |
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