Estimation in discretely observed diffusions killed at a threshold
E Bibbona, S Ditlevsen - Scandinavian Journal of Statistics, 2013 - Wiley Online Library
Parameter estimation in diffusion processes from discrete observations up to a first‐passage
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …
[PDF][PDF] Estimation in Discretely Observed Diffusions Killed at a Threshold
E BIBBONA, S DITLEVSEN - Scandinavian Journal of Statistics, 2012 - researchgate.net
Parameter estimation in diffusion processes from discrete observations up to a firstpassage
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …
Estimation in Discretely Observed Diffusions Killed at a Threshold
E Bibbona, S Ditlevsen - SCANDINAVIAN JOURNAL OF STATISTICS, 2013 - iris.polito.it
Parameter estimation in diffusion processes from discrete observations up to a first-passage
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …
Estimation in Discretely Observed Diffusions Killed at a Threshold
E BIBBONA, S DITLEVSEN - Scandinavian Journal of Statistics, 2013 - JSTOR
Parameter estimation in diffusion processes from discrete observations up to a first-passage
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …
[引用][C] Estimation in Discretely Observed Diffusions Killed at a Threshold
E Bibbona, S Ditlevsen - Scandinavian Journal of Statistics, 2013 - ideas.repec.org
Estimation in Discretely Observed Diffusions Killed at a Threshold IDEAS home Advanced
search Economic literature: papers, articles, software, chapters, books. Authors Institutions …
search Economic literature: papers, articles, software, chapters, books. Authors Institutions …
Estimation in Discretely Observed Diffusions Killed at a Threshold
E Bibbona, S Ditlevsen - SCANDINAVIAN JOURNAL OF STATISTICS, 2013 - iris.unito.it
Parameter estimation in diffusion processes from discrete observations up to a first-passage
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …
Estimation in discretely observed diffusions killed at a threshold
E Bibbona, S Ditlevsen - arXiv e-prints, 2010 - ui.adsabs.harvard.edu
Parameter estimation in diffusion processes from discrete observations up to a first-hitting
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …
[PDF][PDF] Estimation in discretely observed diffusions killed at a threshold
E Bibbona, S Ditlevsen - arXiv preprint arXiv:1011.1356, 2010 - academia.edu
Parameter estimation in diffusion processes from discrete observations up to a first-hitting
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …
[引用][C] Estimation in Discretely Observed Diffusions Killed at a Threshold
E Bibbona, S Ditlevsen - Scandinavian Journal of Statistics, 2013 - econpapers.repec.org
EconPapers: Estimation in Discretely Observed Diffusions Killed at a Threshold EconPapers
Economics at your fingertips EconPapers Home About EconPapers Working Papers Journal …
Economics at your fingertips EconPapers Home About EconPapers Working Papers Journal …
Estimation in Discretely Observed Diffusions Killed at a Threshold
E BIBBONA, S DITLEVSEN - Scandinavian Journal of Statistics, 2013 - infona.pl
Parameter estimation in diffusion processes from discrete observations up to a first‐passage
time is clearly of practical relevance, but does not seem to have been studied so far. In …
time is clearly of practical relevance, but does not seem to have been studied so far. In …