Diffusions with measurement errors. II. Optimal estimators

Author: Gloter Arnaud   Jacod Jean  

Publisher: Edp Sciences

E-ISSN: 1262-3318|5|issue|243-260

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.5, Iss.issue, 2010-03, pp. : 243-260

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract