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Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes

Journal of Statistical Planning and Inference, 91(2): 323--340, 2000.
Authors: Marc Hallin and Christophe Koell and Bas J. M. Werker
URL: http://www.sciencedirect.com/science/article/B6V0M-41Y8KJM-B/1/f7955d6651607572a66d8c4800b5b47a
Tags: Ornstein-Uhlenbeck process
| URL | BibTeX  
@article{Hallin2000,
title = {Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes},
author = {Marc Hallin and Christophe Koell and Bas J. M. Werker},
day = {01},
journal = {Journal of Statistical Planning and Inference},
month = {Dec},
number = {2},
pages = {323--340},
url = {http://www.sciencedirect.com/science/article/B6V0M-41Y8KJM-B/1/f7955d6651607572a66d8c4800b5b47a},
volume = {91},
year = {2000},
keywords = {Ornstein-Uhlenbeck process }
}