Parametric Inference for Discretely Sampled Stochastic Differential Equations

DOI10.1007/978-3-540-71297-8_23MaRDI QIDQ3646969zbMATH OpenOpenAlexFDO

Authors Michael Sørensen

Publication date 27 November 2009

Published in Handbook of Financial Time Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-71297-8_23

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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