Citation: Mijatovi., Aleksandar et Schneider, Paul, Globally optimal parameter estimates for nonlinear diffusions, Annals of statistics , 38(1), 2010, pp. 215-245
Authors:
Gassiat, Paul
Mijatovi., Aleksandar
Oberhauser, Harald
Citation: Gassiat, Paul et al., An integral equation for Root.s barrier and the generation of Brownian increments, Annals of applied probability , 25(4), 2015, pp. 2039-2065