Maximum penalized quasi-likelihood estimation of the diffusion function

Author： Hamrick Jeff   Huang Yifei   Kardaras Constantinos   Taqqu Murad S.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.11, Iss.11, 2011-11, pp. : 1675-1684

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