The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions

DOI10.1111/1468-0262.t01-1-00416zbMath1142.60381OpenAlexW2156618588MaRDI QIDQ5472962

Per Aslak Mykland, Yacine Aït-Sahalia

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/t0276.pdf

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Diffusion processes (60J60) Statistical methods; economic indices and measures (91B82)

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