Estimation of the diffusion coefficient from crossings
type: Item
instance of: scholarly article
title: Estimation of the diffusion coefficient from crossings
zbMATH Open document ID: 0980.62071
DOI: 10.1023/A:1009927813898
author: Danielle Florens
published in: Statistical Inference for Stochastic Processes
publication date: 2002-03-06T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 1396072
zbMATH Keywords: diffusions
zbMATH Keywords: local time
zbMATH Keywords: crossings
zbMATH Keywords: discretization
MaRDI profile type: Publication
full work available at URL: a:1009927813898
OpenAlex ID: W1531869078
description: scientific article; zbMATH DE number 1396072