Approximate discrete-time schemes for statistics of diffusion processes
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis Ltd in Statistics
- Vol. 20 (4), 547-557
- https://doi.org/10.1080/02331888908802205
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- On estimating the diffusion coefficientJournal of Applied Probability, 1987
- Estimation of the coefficients of a diffusion from discrete observationsStochastics, 1986
- On continuous and discrete sampling for parameter estimation in diffusion type processesPublished by Springer Science and Business Media LLC ,1976