Parameter estimation for the drift of a time inhomogeneous jump diffusion process
| Year of publication: |
2013
|
|---|---|
| Authors: | Franke, Brice ; Kott, Thomas |
| Published in: |
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research. - Oxford : Blackwell, ISSN 0039-0402, ZDB-ID 2047883. - Vol. 67.2013, 2, p. 145-168
|