Work

Estimation of the diffusion coefficient for diffusion processes: random sampling

Year: 1994

Type: article

Source: Scandinavian Journal of Statistics

Authors: Valentine Genon‐Catalot, Jean Jacod

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W166397330

FWCI: 4.771

Cites: 14

Cited by: 50

Related to: 10