Work

Estimation for diffusion processes from discrete observation

Year: 1992

Type: article

Source: Journal of Multivariate Analysis

DOI: 10.1016/0047-259x(92)90068-q

Author: Nakahiro Yoshida

Institution: The Institute of Statistical Mathematics

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Ministry of Education, Culture, Sports, Science and Technology

OpenAlex ID: W2008199532

FWCI: 3.601

Cites: 15

Cited by: 263

Related to: 10