Statistical Methods for Stochastic Differential Equations by Mathieu Kessler, Michael Sorensen, Alexander Lindner (Hardback, 2012)

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A. Mykland and Lan Zhang Introduction Time varying drift and volatility Behavior of estimators: Variance Asymptotic normality Microstructure Methods based on contiguity Irregularly spaced data Statistics and high frequency data, Jean Jacod Introduction What can be estimated?.