Estimation of the Diffusion Coefficient from Crossings
| Year of publication: |
1998
|
|---|---|
| Authors: | Florens, Danielle |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 2, p. 175-195
|
| Publisher: |
Springer |
| Subject: | diffusions | local time | crossings | discretization |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169136