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雑誌Annals of the Institute of Statistical Mathematics
Volume number60(1)-60(2):2008.3-2008.6(P.1-464)
ArticleAsymptotic...

Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes

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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes

Call No. (NDL)
Z51-A48
Bibliographic ID of National Diet Library
9524485
Material type
記事
Author
Takaki Hayashiほか
Publisher
Tokyo : Institute of Statistical Mathematics
Publication date
2008-06
Material Format
Paper
Journal name
Annals of the Institute of Statistical Mathematics / edited by the Institute of Statistical Mathematics 60(2) 2008.6
Publication Page
p.367～406
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Paper

Material Type
記事
Title
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
Author/Editor
Takaki Hayashi
Nakahiro Yoshida
Author Heading
Takaki Hayashi
Nakahiro Yoshida
Periodical title
Annals of the Institute of Statistical Mathematics / edited by the Institute of Statistical Mathematics
No. or year of volume/issue
60(2) 2008.6
Volume
60
Issue
2
Pages
367～406
Publication date of volume/issue (W3CDTF)
2008-06