Parametric inference for discretely sampled stochastic differential equations
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| Title of host publication | Handbook of Financial Time Series |
| Editors | Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch |
| Number of pages | 23 |
| Place of Publication | Heidelberg |
| Publisher | Springer |
| Publication date | 2009 |
| Pages | 531 - 553 |
| ISBN (Print) | 978-3-540-71296-1 |
| Publication status | Published - 2009 |
ID: 11759157