Spectral methods for identifying scalar diffusions
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Publication:1298435
DOI10.1016/S0304-4076(97)00107-3zbMath0962.62094WikidataQ127725618 ScholiaQ127725618MaRDI QIDQ1298435
Nizar Touzi, Lars Peter Hansen, José Alexandre Scheinkman
Publication date: 19 June 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes (62M99) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Nonparametric inference (62G99) Applications of operator theory in probability theory and statistics (47N30)
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