Simplified estimating functions for diffusion models with a high-dimensional parameter

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalScandinavian Journal of Statistics
Volume28
Issue number1
Pages (from-to)99-112
Number of pages14
ISSN0303-6898
DOIs
Publication statusPublished - 2001

ID: 7777640