On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1687-1847
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations ; volume:2016 ; number:1 ; day:1 ; month:4 ; year:2016 ; pages:1-23 ; date:12.2016
Advances in difference equations ; 2016, Heft 1 (1.4.2016), 1-23, 12.2016

Creator
Li, Jingjie
Contributor
Wu, Jiang-Lun
SpringerLink (Online service)

DOI
10.1186/s13662-016-0819-1
URN
urn:nbn:de:1111-201604025224
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 12:36 PM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Associated

  • Li, Jingjie
  • Wu, Jiang-Lun
  • SpringerLink (Online service)

Other Objects (12)