Estimation for Discretely observed Diffusions using Transform Functions

Leah Kelly, Eckhard Platen, Michael Sørensen

13 Citations (Scopus)

Original language	English
Journal	Journal of Applied Probability
Volume	41A
Pages (from-to)	99-118
ISSN	0021-9002
Publication status	Published - 2004

Cite this

@article{74a84bb021fa11ddbc23000ea68e967b,

title = "Estimation for Discretely observed Diffusions using Transform Functions",

author = "Leah Kelly and Eckhard Platen and Michael S{\o}rensen",

year = "2004",

language = "English",

volume = "41A",

pages = "99--118",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "Applied Probability Trust",

}