Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/2097.
Date of creation: 2000
Date of revision:
Publication status: Published in: Journal of Statistical Planning and Inference (2000) v.91,p.323-340
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- Dennis Kristensen, 2004.
"Estimation in Two Classes of Semiparametric Diffusion Models,"
FMG Discussion Papers
dp500, Financial Markets Group.
- Dennis Kristensen, 2004. "Estimation in two classes of semiparametric diffusion models," LSE Research Online Documents on Economics 24739, London School of Economics and Political Science, LSE Library.
- Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods and Applications, Springer, vol. 21(4), pages 411-436, November.
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