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Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process

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2003Small-diffusion asymptotics for discretely sampled stochastic differential equations74 cited
1999Parameter Estimation for Discretely Observed Stochastic Volatility Models71 cited
1997Estimating Functions for Discretely Observed Diffusions: A Review64 cited
2006Parameter Estimation for a Discretely Observed Integrated Diffusion Process63 cited
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2013A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise52 cited
2012Estimating functions for diffusion-type processes

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2001Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter43 cited

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