A Multiresolution Method for Parameter Estimation of Diffusion Processes
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Publication:4904733
DOI10.1080/01621459.2012.720899zbMath1258.62089OpenAlexW2108486794WikidataQ42949768 ScholiaQ42949768MaRDI QIDQ4904733
Jun S. Liu, Benjamin P. Olding, Martin Lysy, S. C. Kou
Publication date: 31 January 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.720899
stochastic differential equationsextrapolationmissing dataautocorrelationdata augmentationEuler discretization
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