Hybrid multi-step estimators for stochastic differential equations based on sampled data

By Kengo Kamatani, Masayuki Uchida. 2015

64 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e19765ab3913caddd73f3db0b1a53b00205770bc