Martingale Estimation Functions for Discretely Observed Diffusion Processes

• 1 March 1995
• journal article
• Published by JSTOR in Bernoulli
• Vol. 1  (1/2) , 17
• https://doi.org/10.2307/3318679

Abstract

Keywords

• SIMULATION
• DISCRETE TIME
• LIKELIHOOD FUNCTION
• SCORE FUNCTION
• DIFFUSION PROCESS
• STOCHASTIC DIFFERENTIAL EQUATION
• QUASI LIKELIHOOD
• SAMPLE SIZE