Estimating Functions for Discretely Sampled Diffusion-Type Models

Estimating Functions for Discretely Sampled Diffusion-Type Models (2003)

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by Bo Martin Bibby , Martin Jacobsen , Michael Sørensen

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@MISC{Bibby03estimatingfunctions,
    author = {Bo Martin Bibby and Martin Jacobsen and Michael Sørensen},
    title = {Estimating Functions for Discretely Sampled Diffusion-Type Models},
    year = {2003}
}

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