Estimation in Discretely Observed Diffusions Killed at a Threshold
Article first published online: 28 AUG 2012
© 2012 Board of the Foundation of the Scandinavian Journal of Statistics
Scandinavian Journal of Statistics
Volume 40, Issue 2, pages 274–293, June 2013
How to Cite
BIBBONA, E. and DITLEVSEN, S. (2013), Estimation in Discretely Observed Diffusions Killed at a Threshold. Scandinavian Journal of Statistics, 40: 274–293. doi: 10.1111/j.1467-9469.2012.00810.x
- Issue published online: 14 MAY 2013
- Article first published online: 28 AUG 2012
- Received October 2011, in final form June 2012
Appendix S1. Numerical details.
Table S1. Comparison between theoretical mean first passage step and sample averages.
|sjos810_sm_appendixs1-tables6.pdf||183K||Supporting info item|
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