Inference on the variance and smoothing of the paths of diffusions

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 38, Issue 6, 2002, Pages 1009-1022

  Perera, Gonzalo ^a   Wschebor, Mario ^a  

^a UNIVERSIDAD DE LA REPÚBLICA   (Uruguay)

Author keywords

Central limit theorems; Diffusion coefficient; Inference on the variance

Indexed keywords

EID: 0036846340     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(02)01126-3     Document Type: Article

References (11)

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