Statistical Skorohod embedding problem: optimality and asymptotic normality. Belomestny, D. & Schoenmakers, J. Statist. Probab. Lett., 104:169–180, 2015. Paper doi bibtex @article {MR3360720,
AUTHOR = {Belomestny, Denis and Schoenmakers, John},
TITLE = {Statistical {S}korohod embedding problem: optimality and
asymptotic normality},
JOURNAL = {Statist. Probab. Lett.},
FJOURNAL = {Statistics \& Probability Letters},
VOLUME = {104},
YEAR = {2015},
PAGES = {169--180},
ISSN = {0167-7152},
MRCLASS = {62G07 (62G20 62M05)},
MRNUMBER = {3360720},
MRREVIEWER = {Hiroshi Shiraishi},
DOI = {10.1016/j.spl.2015.05.015},
URL = {https://doi.org/10.1016/j.spl.2015.05.015},
}
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