Small-diffusion asymptotics for discretely sampled stochastic differential equations

Bernoulli

Volumn 9, Issue 6, 2003, Pages 1051-1069

  Sørensen, Michael ^a   Uchida, Masayuki ^b  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b KYUSHU UNIVERSITY   (Japan)

Author keywords

Diffusion process with small noise; Discrete time observation; Minimum contrast estimation; Parametric inference

Indexed keywords

EID: 10444284712     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1072215200     Document Type: Article

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