Nadtochiy, S., & Yin, Y. (2022). Consistency of MLE for partially observed diffusions, with application in market microstructure modeling.
Chicago Style (17th ed.) CitationNadtochiy, Sergey, and Yuan Yin. Consistency of MLE for Partially Observed Diffusions, with Application in Market Microstructure Modeling. 2022.
MLA (9th ed.) CitationNadtochiy, Sergey, and Yuan Yin. Consistency of MLE for Partially Observed Diffusions, with Application in Market Microstructure Modeling. 2022.
Warning: These citations may not always be 100% accurate.