Drift estimation for a periodic mean reversion process
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-010-9045-8.pdf
Reference9 articles.
1. Bishwal JPN (2008) Parameter estimation in stochastic differential equations. Springer-Verlag, Berlin
2. Gantmacher FR (1986) Matrizentheorie. VEB Deutscher Verlag der Wissenschaften, Berlin
3. Geman H (2005) Commodities and commodity derivatives. Wiley, Chichester
4. Kuo HH (2006) Introduction to stochastic integrals. Springer-Verlag, New York
5. Kutoyants YA (2004) Statistical inference for ergodic diffusion processes. Springer-Verlag, London
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