Statistical Inference for Student Diffusion Process-Reference-Cited by-同舟云学术

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Statistical Inference for Student Diffusion Process

Published:2010-10-25 Issue:6 Volume:28 Page:972-1002
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Leonenko N. N.,Šuvak N.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07362994.2010.515476

Reference51 articles.

1. On a class of minimum contrast estimators for fractional stochastic processes and fields

2. Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions

3. Avram , F. , Leonenko , N.N. , and Šuvak , N. 2010 . Statistical analysis of Fisher-Snedecor diffusion, submitted.

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