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. - Netherlands Society for Statistics and Operations Research, ISSN 0039-0402. - Vol. 67.2013, 2, p. 145-168
|
| Publisher: |
Netherlands Society for Statistics and Operations Research |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010642795