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Is a pure jump process fitting the high frequency data better than a jump-diffusion process?
  • ISSN号：0378-3758
  • 期刊名称：JOURNAL OF STATISTICAL PLANNING AND INFERENCE
  • 时间：2013.2
  • 页码：315-320
  • 相关项目：高频数据下半鞅过程的统计推断
作者： Kong, Xin-Bing|
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高频数据下半鞅过程的统计推断
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