Abstract
This Lesson deals with statistics of continuous time processes, especially diffusion processes. Nonparametric and parametric methods are considered.
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© 1996 Springer Science+Business Media Dordrecht
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Bosq, D., Nguyen, H.T. (1996). Statistics of Diffusion Processes. In: A Course in Stochastic Processes. Theory and Decision Library, vol 34. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8769-3_15
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DOI: https://doi.org/10.1007/978-94-015-8769-3_15
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4713-7
Online ISBN: 978-94-015-8769-3
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