✦ LIBER ✦

On Estimating the Diffusion Coefficient from Discrete Observations

✍ Scribed by Florens-Zmirou, Danielle

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation for diffusion processes from

✍ Nakahiro Yoshida 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 873 KB

On Estimating the Diffusion Coefficient

✍ Gejza Dohnal 📂 Article 📅 1987 🏛 Applied Probability Trust 🌐 English ⚖ 658 KB

Estimation of an Ergodic Diffusion from

✍ Mathieu Kessler 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 336 KB

Parametric inference for discretely obse

✍ Guy, Romain; Larédo, Catherine; Vergu, Elisabeta 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 531 KB

Estimation for Discretely Observed Small

✍ Masayuki Uchida 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 187 KB

Estimation of Parameters for Diffusion P

✍ Yasutaka Shimizu; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 447 KB