ABSTRACT

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th

chapter |10 pages

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chapter 2|76 pages

The econometrics of high-frequency data

chapter |6 pages

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chapter 3|118 pages

Statistics and high-frequency data

chapter |2 pages

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chapter |4 pages

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chapter |4 pages

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chapter |6 pages

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