Discretely observed diffusions: Approximation of the continuous-time score function

Scandinavian Journal of Statistics

Volumn 28, Issue 1, 2001, Pages 113-121

  Sørensen, Helle ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Continuous time score function; Diffusion process; Discrete observations; Estimating function

Indexed keywords

EID: 0035285792     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00227     Document Type: Article

References (14)

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