Estimation in Discretely Observed Diffusions Killed at a Threshold

Scandinavian Journal of Statistics

Volumn 40, Issue 2, 2013, Pages 274-293

  Bibbona, Enrico ^a   Ditlevsen, Susanne ^b  

^a UNIVERSITY OF TURIN   (Italy)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Bootstrap; Diffusion processes; First passage times; Model misspecification; Sequential estimation; Stochastic neuron models

Indexed keywords

EID: 84877924147     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2012.00810.x     Document Type: Article

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