93 citations · 100 across the 3 of their papers we have counts for
1 paper · 2 filters
Fabienne Comte, Valentine Genon-Catalot, Yves Rozenholc
We consider a one-dimensional diffusion process (Xt) which is observed at n+1 discrete times with regular sampling interval Δ. Assuming that (Xt) is strictly stationary,…