Parametric estimation for partially hidden diffusion...

Parametric estimation for partially hidden diffusion processes sampled at discrete times

Stefano Maria Iacus, Masayuki Uchida, Nakahiro Yoshida
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Volume:
119
Year:
2009
Language:
english
Pages:
21
DOI:
10.1016/j.spa.2008.08.004
File:
PDF, 839 KB
english, 2009
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