Estimating functions for diffusion-type processes
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Publication:4913197
DOI10.1201/b12126-4zbMath1375.62025OpenAlexW3112303190MaRDI QIDQ4913197
Publication date: 3 April 2013
Published in: Statistical Methods for Stochastic Differential Equations (Search for Journal in Brave)
Full work available at URL: https://www.math.ethz.ch/finance/summerschool/2009_J_SEMSTAT.pdf
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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