Parameter Estimation for a Discretely Observed Integrated Diffusion Process

Arnaud Gloter ()
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Arnaud Gloter: LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées - UPEM - Université Paris-Est Marne-la-Vallée - BEZOUT - Fédération de Recherche Bézout - CNRS - Centre National de la Recherche Scientifique - UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12 - CNRS - Centre National de la Recherche Scientifique, GREThA - Groupe de Recherche en Economie Théorique et Appliquée - UB - Université de Bordeaux - CNRS - Centre National de la Recherche Scientifique

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Date: 2006
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Published in Scandinavian Journal of Statistics, 2006, 33 (1), pp.83-104

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00404901

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