On estimating the diffusion coefficient: Parametric versus nonparametric

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

Volumn 37, Issue 3, 2001, Pages 339-372

  Hoffmann, Marc ^a  

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

Author keywords

62G05; 62M05

Indexed keywords

EID: 0042835506     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(00)01070-0     Document Type: Article

References (12)

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