Semiparametric diffusion estimation and application to a stock market index (Q3518390): Difference between revisions

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+Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
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+Alexander Korostelev
@@ Property / author: Alexander Korostelev / rank @@
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+MaRDI publication profile
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+W1975679657
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@@ Property / cites work @@
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+Martingale estimation functions for discretely observed diffusion processes
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+Estimating equations based on eigenfunctions for a discretely observed diffusion process
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