The effects of random and discrete sampling when estimating continuous-time diffusions
Year of publication: |
2003
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Authors: | Aït-Sahalia, Yacine ; Mykland, Per A. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 71.2003, 2, p. 483-549
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Subject: | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Theorie | Theory |
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