Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
ESAIM: Probability and Statistics (2000)
- Volume: 4, page 205-227
- ISSN: 1292-8100
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topGloter, Arnaud. "Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient." ESAIM: Probability and Statistics 4 (2000): 205-227. <http://eudml.org/doc/104263>.
@article{Gloter2000,
author = {Gloter, Arnaud},
journal = {ESAIM: Probability and Statistics},
keywords = {diffusion processes; discrete time observation; hidden Markov model},
language = {eng},
pages = {205-227},
publisher = {EDP Sciences},
title = {Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient},
url = {http://eudml.org/doc/104263},
volume = {4},
year = {2000},
}
TY - JOUR
AU - Gloter, Arnaud
TI - Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
JO - ESAIM: Probability and Statistics
PY - 2000
PB - EDP Sciences
VL - 4
SP - 205
EP - 227
LA - eng
KW - diffusion processes; discrete time observation; hidden Markov model
UR - http://eudml.org/doc/104263
ER -
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