An approximate innovation method for the estimation of diffusion processes from discrete data
- Jimenez, J.C.
- Ozaki, T.
ISSN: 0143-9782, 1467-9892
Année de publication: 2006
Volumen: 27
Número: 1
Pages: 77-97
Type: Article
ISSN: 0143-9782, 1467-9892
Année de publication: 2006
Volumen: 27
Número: 1
Pages: 77-97
Type: Article