NDLI: Inference for Observations of Integrated Diffusion Processes

Content Provider	Scilit
Author	Ditlevsen, Susanne Sørensen, Michael
Copyright Year	2004
Description	Journal: Scandinavian Journal of Statistics
Related Links	http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9469.2004.02_023.x/pdf
Ending Page	429
Page Count	13
Starting Page	417
ISSN	03036898
e-ISSN	14679469
DOI	10.1111/j.1467-9469.2004.02_023.x
Journal	Scandinavian Journal of Statistics
Issue Number	3
Volume Number	31
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2004-09-01
Access Restriction	Open
Subject Keyword	Journal: Scandinavian Journal of Statistics Mathematical Social Sciences Asymptotic Normality Cox–ingersoll–ross Model Estimating Equation Non‐markovian Process Ornstein–uhlenbeck Process Prediction‐based Estimating Functions Stochastic Differential Equation
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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Inference for Observations of Integrated Diffusion Processes