Parameter estimation for a discretely observed integrated diffusion process

Scandinavian Journal of Statistics

Volumn 33, Issue 1, 2006, Pages 83-104

  Gloter, Arnaud ^a  

^a UNIVERSITÉ DE BORDEAUX   (France)

Author keywords

Contrast function; Diffusion processes; Discrete time observations; Non Markovian process; Parametric inference

Indexed keywords

EID: 33645045882     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2006.00465.x     Document Type: Article

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