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

Helle Sørensen

14 Citations (Scopus)

Original language	English
Journal	Scandinavian Journal of Statistics
Volume	28
Pages (from-to)	113-121
ISSN	0303-6898
Publication status	Published - 2001

Cite this

@article{34f4964074c711dbbee902004c4f4f50,

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

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",

}