Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient

Author: Gloter Arnaud  

Publisher: Edp Sciences

E-ISSN: 1262-3318|4|issue|205-227

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.4, Iss.issue, 2010-03, pp. : 205-227

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Abstract