A new estimating function for discretely sampled diffusions
Author:
Publisher
Walter de Gruyter GmbH
Subject
Statistics and Probability,Analysis
Link
https://www.degruyter.com/document/doi/10.1515/ROSE.2007.005/pdf
Reference20 articles.
1. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
2. The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
3. Estimators of diffusions with randomly spaced discrete observations: A general theory
4. Martingale Estimation Functions for Discretely Observed Diffusion Processes
5. Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein–Uhlenbeck process
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