Inference for observations of integrated diffusion processes

Scandinavian Journal of Statistics

Volumn 31, Issue 3, 2004, Pages 417-429

  Ditlevsen, Susanne ^a   Sørensen, Michael ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Asymptotic normality; Consistency; Cox Ingersoll Ross model; Estimating equation; Ice core data; Non Markovian process; Ornstein Uhlenbeck process; Prediction based estimating functions; Quasi likelihood; Stochastic differential equation

Indexed keywords

EID: 4043148626     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2004.02_023.x     Document Type: Article

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