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"Nonparametric estimation of a scalar diffusion model from discrete time ..."

Christian Gouriéroux, Hung T. Nguyen, Songsak Sriboonchitta (2017)

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DOI: 10.1007/S10479-016-2273-6

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/GourierouxNS17
Christian Gouriéroux, Hung T. Nguyen, Songsak Sriboonchitta:
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey. Ann. Oper. Res. 256(2): 203-219 (2017)

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