Simple and explicit estimating functions for a discretely observed diffusion process

Scandinavian Journal of Statistics

Volumn 27, Issue 1, 2000, Pages 65-82

  Kessler, Mathieu ^a  

^a UNIVERSITY OF MURCIA   (Spain)

Author keywords

Diffusion processes; Discrete time sampling; Estimating functions; Parametric inference; Stochastic differential equation

Indexed keywords

EID: 0034340736     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00179     Document Type: Article

References (20)

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