Parameter estimation and reverse martingales

Bjork, Tomas, Bjoerk, Tomas, Johansson, Bjorn, Johansson, Bjoern, Björk, Tomas, Johansson, Björn . Stochastic Processes and their Applications 1996. 63 :235-263

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Bibtex

@article{CIS-137229,
  Author = {Bjork, Tomas and Bjoerk, Tomas and Johansson, Bjorn and Johansson, Bjoern and Björk, Tomas and Johansson, Björn},
  Title = {Parameter estimation and reverse martingales},
  Journal = {Stochastic Processes and their Applications},
  Volume = {63},
  Year = {1996},
  Pages = {235--263},
  Keywords = {Diffusion}
}

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