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Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael - In: Handbook of financial time series, (pp. 531-553). 2009
Persistent link: https://www.econbiz.de/10003834179
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Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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Statistical inference for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe (contributor); Sørensen, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003413529