Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey

Helle Sorensen، نويسنده ,

روزنامه با شماره پیاپی سال 2004

18

337

354

Bayesian analysis , Discrete-time observations , estimating functions , Indirect inference , Efficient method of moments(EMM) , Diffusion processes , Likelihood approximations

International Statistical Review

2004

International Statistical Review

290922