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| HAL: hal-00712769, version 1 |
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| Statistical Methods for Stochastic Differential Equations (2012) 341-379 |
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| Non parametric estimation of the coefficients of ergodic diffusion processes based on high frequency data |
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| Fabienne Comte 1Valentine Genon-Catalot 1 |
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| (2012-05-18) |
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| 1: | Mathématiques appliquées Paris 5 (MAP5) |
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CNRS : UMR8145 – Université Paris V - Paris Descartes |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
| hal-00712769, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00712769 | |
| oai:hal.archives-ouvertes.fr:hal-00712769 | |
| From: Fabienne Comte | |
| Submitted on: Thursday, 28 June 2012 09:35:49 | |
| Updated on: Thursday, 28 June 2012 09:35:49 | |
