Discretely Observed Diffusions: Approximation of the Continuous-time Score Function
Research output: Contribution to journal › Journal article › Research › peer-review
Udgivelsesdato: March
Original language | English |
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Journal | Scandinavian Journal of Statistics |
Volume | 28 |
Issue number | 1 |
Pages (from-to) | 113-121 |
Number of pages | 9 |
ISSN | 0303-6898 |
Publication status | Published - 2001 |
Externally published | Yes |
ID: 8075512