Estimating equations based on eigenfunctions for a discretely observed diffusion process

Bernoulli

Volumn 5, Issue 2, 1999, Pages 299-314

  Kessler, Mathieu ^a   Sørensen, Michael ^b  

^a UNIVERSITY OF MURCIA   (Spain)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Generator; Optimal estimating function; Quasilikelihood; Stochastic differential equation

Indexed keywords

EID: 0000647626     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318437     Document Type: Article

References (19)

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