Statistics and high-frequency data
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Publication:4913201
DOI10.1201/b12126-8zbMath1375.62022OpenAlexW3113318205MaRDI QIDQ4913201
Yvo Pokern, Grigorios A. Pavliotis, Andrew M. Stuart
Publication date: 3 April 2013
Published in: Statistical Methods for Stochastic Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1201/b12126-8
Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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