A Multiresolution Method for Parameter Estimation of Diffusion Processes
| Year of publication: |
2012
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|---|---|
| Authors: | Kou, S. C. ; Olding, Benjamin P. ; Lysy, Martin ; Liu, Jun S. |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 107.2012, 500 (1.12.), p. 1558-1574
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