Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
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Publication:4956066
DOI10.1111/1467-9469.00179zbMath0940.62074WikidataQ57718477 ScholiaQ57718477MaRDI QIDQ4956066
Publication date: 24 May 2000
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00179
62P05: Applications of statistics to actuarial sciences and financial mathematics
62M05: Markov processes: estimation; hidden Markov models
60J60: Diffusion processes
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