Estimation of an ergodic diffusion from discrete observations

Scandinavian Journal of Statistics

Volumn 24, Issue 2, 1997, Pages 211-229

  Kessler, Mathieu ^a  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Discrete time sampling; Inference for diffusion processes; Stochastic differential equation

Indexed keywords

EID: 0040360923     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00059     Document Type: Article

References (10)

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