Parameter estimation for a discrete sampling of an integrated Ornstein-Uhlenbeck process

Statistics

Volumn 35, Issue 3, 2001, Pages 225-243

  Gloter, Arnaud ^a  

^a NONE   (France)

Author keywords

Diffusion processes; Discrete time observation; Minimum contrast; Parametric inference; Whittle approximation

Indexed keywords

EID: 0348238317     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331880108802733     Document Type: Article

References (16)

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