Estimation for discretely observed diffusions using transform functions

Kelly, L Platen, E

Sorensen, M

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Field	Value	Language
dc.contributor.author	Kelly, L	en_US
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.contributor.author	Sorensen, M	en_US
dc.date.issued	2004-01	en_US
dc.identifier.citation	Journal Of Applied Probability, 2004, 41 (A), pp. 99 - 118	en_US
dc.identifier.issn	0021-9002	en_US
dc.identifier.uri	http://hdl.handle.net/10453/3411
dc.publisher	Applied Probability Trust	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP0343913
dc.relation.ispartof	Journal Of Applied Probability	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	Estimation for discretely observed diffusions using transform functions	en_US
dc.type	Journal Article
utslib.citation.volume	A	en_US
utslib.citation.volume	41	en_US
utslib.for	0104 Statistics	en_US
utslib.for	0102 Applied Mathematics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.issue	A	en_US
pubs.volume	41	en_US

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