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

P. E. KLOEDEN, E. PLATEN, H. SCHURZ,, Michael Sørensen

31 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Applied Probability
Vol/bind	33
Udgave nummer	4
Sider (fra-til)	1061-1076
ISSN	0021-9002
DOI	https://doi.org/10.2307/3214986
Status	Udgivet - 1996
Udgivet eksternt	Ja

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title = "On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes",

author = "KLOEDEN, {P. E.} and E. PLATEN and H. SCHURZ, and Michael S{\o}rensen",

year = "1996",

doi = "10.2307/3214986",

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volume = "33",

pages = "1061--1076",

journal = "Journal of Applied Probability",

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TY - JOUR

T1 - On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes

AU - KLOEDEN, P. E.

AU - PLATEN, E.

AU - SCHURZ,, H.

AU - Sørensen, Michael

PY - 1996

Y1 - 1996

U2 - 10.2307/3214986

DO - 10.2307/3214986

M3 - Journal article

SN - 0021-9002

VL - 33

SP - 1061

EP - 1076

JO - Journal of Applied Probability

JF - Journal of Applied Probability

IS - 4

ER -