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Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process - MaRDI portal

Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process (Q4956066)

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scientific article; zbMATH DE number 1452479
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Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
scientific article; zbMATH DE number 1452479

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    Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process (English)
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    24 May 2000
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    estimating functions
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    Cox-Ingersoll-Ross process
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