Parameter estimation and bias correction for diffusion processes

Journal of Econometrics - Tập 149 - Trang 65-81 - 2009
Cheng Yong Tang1, Song Xi Chen2,3
1Department of Statistics and Applied Probability, Risk Management Institute, National University of Singapore, Singapore, 117546, Singapore
2Department of Statistics, Iowa State University, Ames, IA 50011-1210, United States
3Department of Business Statistics and Econometrics, Guanghua School of Management, Peking University, Beijing 100871, China

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Journal of Econometrics

Tập 149

65-81

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