Discretely Observed Diffusions: Approximation of the Continuous-time Score Function

Research output: Contribution to journalJournal articleResearchpeer-review

Udgivelsesdato: March
Original languageEnglish
JournalScandinavian Journal of Statistics
Volume28
Issue number1
Pages (from-to)113-121
Number of pages9
ISSN0303-6898
Publication statusPublished - 2001
Externally publishedYes

ID: 8075512