On lead-lag estimation of non-synchronously observed point processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Shiotani, Takaaki, Hayashi, Takaki, Koike, Yuta
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Statistical Finance Methodology 62M10 (Primary), 62G05, 60G55 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.01871