Computational aspects related to martingale estimating functions for a discretely observed diffusion

Scandinavian Journal of Statistics

Volumn 29, Issue 3, 2002, Pages 425-440

  Kessler, Mathieu ^a   Paredes, Silvestre ^a  

^a TECHNICAL UNIVERSITY OF CARTAGENA   (Spain)

Author keywords

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

Indexed keywords

EID: 0035995078     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00299     Document Type: Article

References (14)

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