Simplified estimating functions for diffusion models with a high-dimensional parameter

16 Citations (Scopus)

Original language	English
Journal	Scandinavian Journal of Statistics
Volume	28
Issue number	1
Pages (from-to)	99-112
Number of pages	14
ISSN	0303-6898
DOIs	https://doi.org/10.1111/1467-9469.00226
Publication status	Published - 2001

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title = "Simplified estimating functions for diffusion models with a high-dimensional parameter",

author = "Bibby, {Bo Martin} and Michael S{\o}rensen",

year = "2001",

doi = "10.1111/1467-9469.00226",

language = "English",

volume = "28",

pages = "99--112",

journal = "Scandinavian Journal of Statistics",

issn = "0303-6898",

publisher = "Wiley-Blackwell",

number = "1",

}

TY - JOUR

T1 - Simplified estimating functions for diffusion models with a high-dimensional parameter

AU - Bibby, Bo Martin

AU - Sørensen, Michael

PY - 2001

Y1 - 2001

U2 - 10.1111/1467-9469.00226

DO - 10.1111/1467-9469.00226

M3 - Journal article

SN - 0303-6898

VL - 28

SP - 99

EP - 112

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

IS - 1

ER -