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Estimation for discretely observed diffusions using transform functions - MaRDI portal

Estimation for discretely observed diffusions using transform functions (Q4822454)

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scientific article; zbMATH DE number 2109914
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English
Estimation for discretely observed diffusions using transform functions
scientific article; zbMATH DE number 2109914

    Statements

    title
    Estimation for discretely observed diffusions using transform functions (English)
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    author
    Leah Kelly
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    Eckhard Platen
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    Michael Sørensen
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    publication date
    25 October 2004
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    Mathematics Subject Classification ID
    62M05
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    62F12
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    65C60
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    zbMATH DE Number
    2109914
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    zbMATH Keywords
    discretely observed diffusion
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    transformation function
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    affine diffusion process
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    OpenAlex ID
    W3022297202
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    cites work
    Q4396365
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    Q4176867
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    Q4778955
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    Q4002114
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    Q4004325
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    Q3330343
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    Q4522393
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    Q4834284
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    Q4206261
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    Q4947392
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    Q4215579
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