Statistical Skorohod embedding problem: optimality and asymptotic normality. Belomestny, D. & Schoenmakers, J. Statist. Probab. Lett., 104:169–180, 2015.
Statistical Skorohod embedding problem: optimality and asymptotic normality [link]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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