Parameter estimation for the drift of a time inhomogeneous jump diffusion process
Article first published online: 27 NOV 2012
© 2012 The Authors. Statistica Neerlandica © 2012 VVS
Volume 67, Issue 2, pages 145–168, May 2013
How to Cite
Franke, B. and Kott, T. (2013), Parameter estimation for the drift of a time inhomogeneous jump diffusion process. Statistica Neerlandica, 67: 145–168. doi: 10.1111/j.1467-9574.2012.00537.x
- Issue published online: 25 APR 2013
- Article first published online: 27 NOV 2012
- Received: 10 March 2011. Revised: 13 July 2012.
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