Parametric inference for diffusion processes observed at discrete points in time: A survey

International Statistical Review

Volumn 72, Issue 3, 2004, Pages 337-354

  Sørensen, Helle ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Bayesian analysis; Diffusion processes; Discrete time observations; Efficient method of moments (EMM); Estimating functions; Indirect inference; Likelihood approximations

Indexed keywords

EID: 10244220000     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2004.tb00241.x     Document Type: Review

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