An approximate innovation method for the estimation of diffusion processes from discrete data

  1. Jimenez, J.C.
  2. Ozaki, T.
Journal:
Journal of Time Series Analysis

ISSN: 0143-9782,  1467-9892

Year of publication: 2006

Volume: 27

Issue: 1

Pages: 77-97

Type: Article

DOI: 10.1111/J.1467-9892.2005.00454.X GOOGLE SCHOLAR
Data source: Scopus