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Parametric estimation for partially hidden diffusion processes sampled at discrete times |
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| Authors: | Stefano Maria Iacus Masayuki Uchida Nakahiro Yoshida |
| Institution: | 1. Department of Economics, Business and Statistics, University of Milan, Via Conservatorio 7, 20122 Milan, Italy;2. Graduate School of Engineering Science, Osaka University, Toyonaka, Osaka 560-8531, Japan;3. Graduate School of Mathematical Sciences, University of Tokyo, 3-8-1 Komaba, Meguro-ku, Tokyo 153-8914, Japan;4. Japan Science and Technology Agency (JST), Japan |
| Abstract: | |
| Keywords: | primary 62F12 62M05 secondary 60J60 |
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