On a family of test statistics for discretely observed diffusion processes

2013/08/20 by A. De Gregorio, Alessandro De Gregorio, S.M. Iacus +1 · 2 citations
Mathematics · Computer Science · #Statistical Methods and Inference #Markov Chains and Monte Carlo Methods #Bayesian Methods and Mixture Models

paper · doi:10.1016/j.jmva.2013.08.002

Citations

• On estimating the diffusion coefficient from discrete observations

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