A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps

Originalsprog	Engelsk
Titel	Markov Processes and Control Theory
Redaktører	H. Langer, V. Nollau
Udgivelsessted	Berlin
Forlag	Akademie Verlag
Publikationsdato	1989
Sider	229-234
Status	Udgivet - 1989
Udgivet eksternt	Ja

Citationsformater

@inbook{9f5dba06a8ad4476b697153e542a9b3f,

title = "A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps",

author = "Michael S{\o}rensen",

year = "1989",

language = "English",

pages = "229--234",

editor = "H. Langer and V. Nollau",

booktitle = "Markov Processes and Control Theory",

publisher = "Akademie Verlag",

}