Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient
ESAIM: Probability and Statistics, Tome 4 (2000), pp. 205-227
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@article{PS_2000__4__205_0,
author = {Gloter, Arnaud},
title = {Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient},
journal = {ESAIM: Probability and Statistics},
pages = {205--227},
publisher = {EDP-Sciences},
volume = {4},
year = {2000},
mrnumber = {1808927},
zbl = {1043.62070},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PS_2000__4__205_0/}
}
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 SP - 205 EP - 227 VL - 4 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/item/PS_2000__4__205_0/ LA - en ID - PS_2000__4__205_0 ER -
%0 Journal Article %A Gloter, Arnaud %T Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient %J ESAIM: Probability and Statistics %D 2000 %P 205-227 %V 4 %I EDP-Sciences %U http://geodesic.mathdoc.fr/item/PS_2000__4__205_0/ %G en %F PS_2000__4__205_0
Gloter, Arnaud. Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient. ESAIM: Probability and Statistics, Tome 4 (2000), pp. 205-227. http://geodesic.mathdoc.fr/item/PS_2000__4__205_0/