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

Original language	English
Title of host publication	Markov Processes and Control Theory
Editors	H. Langer, V. Nollau
Place of Publication	Berlin
Publisher	Akademie Verlag
Publication date	1989
Pages	229-234
Publication status	Published - 1989
Externally published	Yes

Cite this

@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",

}