Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient

ESAIM - Probability and Statistics

Volumn 4, Issue , 2000, Pages 205-227

  Gloter, Arnaud ^a  

^a UFR des Sciences et Technologie   (France)

Author keywords

Diffusion processes; Discrete time observation; Hidden Markov model

Indexed keywords

EID: 0034455223     PISSN: 12928100     EISSN: None     Source Type: Journal    
DOI: 10.1051/ps:2000105     Document Type: Article

References (12)