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"Maximum likelihood estimators from discrete data modeled by mixed ..."
Josephine Dufitinema, Seppo Pynnönen, Tommi Sottinen (2022)
- Josephine Dufitinema, Seppo Pynnönen, Tommi Sottinen:
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets. Commun. Stat. Simul. Comput. 51(9): 5264-5287 (2022)
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