Estimation of an Ergodic Diffusion from Discrete Observations
type: Item
instance of: scholarly article
title: Estimation of an Ergodic Diffusion from Discrete Observations
zbMATH Open document ID: 0879.60058
DOI: 10.1111/1467-9469.00059
author: Mathieu Kessler
published in: Scandinavian Journal of Statistics
publication date: 1997-08-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 1054486
zbMATH Keywords: discrete time sampling
zbMATH Keywords: inference for diffusion processes
zbMATH Keywords: stochastic differential equation
Wikidata QID: Q57718485
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1111/1467-9469.00059
OpenAlex ID: W2114095694
description: scientific article; zbMATH DE number 1054486