Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "On the statistical estimation of diffusion processes: a survey"

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    • On the statistical estimation of diffusion processes: a survey 

      Cysne, Rubens Penha
      2004-04-01
      Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods ...