Aarhus Universitets segl

A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps

by M. Sørensen
Research Reports Number 170 ( 1988)
Format available: Not available online
In Markov Processes and Control Theory. Eds.: H. Langer and V. Nollau. Akademie-Verlag, Berlin (1989) 229-234