Inference on the variance and smoothing of the paths of diffusions
Perera, Gonzalo ; Wschebor, Mario
Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002), p. 1009-1022 / Harvested from Numdam
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Publié le : 2002-01-01
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     author = {Perera, Gonzalo and Wschebor, Mario},
     title = {Inference on the variance and smoothing of the paths of diffusions},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {38},
     year = {2002},
     pages = {1009-1022},
     mrnumber = {1955349},
     zbl = {1011.62083},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2002__38_6_1009_0}
}

Perera, Gonzalo; Wschebor, Mario. Inference on the variance and smoothing of the paths of diffusions. Annales de l'I.H.P. Probabilités et statistiques, Tome 38 (2002) pp. 1009-1022. http://gdmltest.u-ga.fr/item/AIHPB_2002__38_6_1009_0/

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