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Mathematics

Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

Y. Shimizu, N. Yoshida

2006.10.1Statistical Inference for Stochastic Processes

DOI: 10.1007/s11203-005-8114-x

Abstract

Abstract is not available.

Citation format

SHIMIZU, Y.; YOSHIDA, N. Estimation of parameters for diffusion processes with jumps from discrete observations. Statistical Inference for Stochastic Processes, 2006, 9: 227–277.