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Minimum contrast estimation in diffusion processes

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References

1976Maximum likelihood estimation for continuous-time stochastic processes136 cited
1975Asymptotic likelihood theory for diffusion processes88 cited

Cited by

2008A two-stage realized volatility approach to estimation of diffusion processes with discrete data41 cited
2011Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling34 cited
2014ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS24 cited
1991Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics21 cited

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