Estimation of the Diffusion Coefficient from Crossings

Danielle Florens

Statistical Inference for Stochastic Processes, 1998, vol. 1, issue 2, 175-195

Keywords: diffusions; local time; crossings; discretization (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1009927813898

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