Estimating functions for discretely observed diffusions: A review.

Michael Sørensen

Estimating functions for discretely observed diffusions: A review.

Section of Applied Mathematics and Statistics

Abstract

Statistik

Original language	English
Title of host publication	Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series
Editors	I.W. Basawa, V.P. Godambe, R.L. Taylor
Volume	32
Place of Publication	Hayward, California
Publisher	Institute of Mathematical Statistics
Publication date	1997
Pages	305-325
ISBN (Print)	0-940600-44-7
Publication status	Published - 1997

Cite this

Estimating functions for discretely observed diffusions: A review. / Sørensen, Michael.

Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. ed. / I.W. Basawa; V.P. Godambe; R.L. Taylor. Vol. 32 Hayward, California : Institute of Mathematical Statistics, 1997. p. 305-325.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

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