Parametric inference for discretely sampled stochastic differential equations
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Original language | English |
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Title of host publication | Handbook of Financial Time Series |
Editors | Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch |
Number of pages | 23 |
Place of Publication | Heidelberg |
Publisher | Springer |
Publication date | 2009 |
Pages | 531 - 553 |
ISBN (Print) | 978-3-540-71296-1 |
Publication status | Published - 2009 |
ID: 11759157