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

14 Citationer (Scopus)

Abstract

Udgivelsesdato: March

Originalsprog	Engelsk
Tidsskrift	Scandinavian Journal of Statistics
Vol/bind	28
Udgave nummer	1
Sider (fra-til)	113-121
Antal sider	9
ISSN	0303-6898
Status	Udgivet - 2001
Udgivet eksternt	Ja

@article{994e5d40a1c211ddb6ae000ea68e967b,

title = "Discretely Observed Diffusions: Approximation of the Continuous-time Score Function",

abstract = "Udgivelsesdato: March",

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

year = "2001",

language = "English",

volume = "28",

pages = "113--121",

journal = "Scandinavian Journal of Statistics",

issn = "0303-6898",

publisher = "Wiley-Blackwell",

number = "1",

}