Estimators of diffusions with randomly spaced discrete observations: A general theory

Annals of Statistics

Volumn 32, Issue 5, 2004, Pages 2186-2222

  Ait Sahalia, Yacine ^a   Mykland, Per A ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Diffusions; Discrete and random sampling; Likelihood

Indexed keywords

EID: 24344445933     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000000427     Document Type: Article

References (14)

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