Improved estimation method for high dimension semimartingale regression models based on discrete data
Work
Year: 2021
Type: article
Institutions National Research Tomsk State University, Université de Rouen Normandie, Laboratoire de Mathématiques Raphaël Salem
Cites: 43
Cited by: 1
Related to: 10
FWCI: 0.198
Citation percentile (by year/subfield): 46.57
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder Russian Science Foundation
Grant ID 20-61-47043