Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus - Sonderforschungsbereich 373, Quantifikation und … - 2002
We study the problem of estimating the coefficients of a diffusion (Xl, t 2:: 0); the estimation is based on discrete … estimation of a diffusion in the low frequency sampling case and inference problems in other related frameworks: nonparametric … estimation of a diffusion based on continuous or high frequency data: but also parametric estimation for fixed delta, in which …