Comte, F.; Genon-Catalot, V.; Rozenholc, Y. - In: Stochastic Processes and their Applications 119 (2009) 3, pp. 811-834
Let (Vt) be a stationary and [beta]-mixing diffusion with unknown drift and diffusion coefficient. The integrated process is observed at discrete times with regular sampling interval . For both the drift function and the diffusion coefficient of the unobserved diffusion (Vt), we build...
