Open AccessTelling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion
Author(s) -
Yacine Aı̈t-Sahalia
Publication year - 2001
Language(s) - English
Resource type - Reports
DOI - 10.3386/w8504
Subject(s) - diffusion , statistical physics , computer science , econometrics , mathematics , physics , thermodynamics