On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Applied Probability
Volume33
Issue number4
Pages (from-to)1061-1076
ISSN0021-9002
DOIs
Publication statusPublished - 1996
Externally publishedYes

ID: 130208229