Work

Semimartingales and Their Statistical Inference

Year: 2000

Type: article

Source: Journal of the American Statistical Association

DOI: 10.2307/2669500

Authors: Michael Sorensen, B. L. S. Prakasa Rao

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1970376263

FWCI: 8.832

Cites:

Cited by: 82

Related to: 10