has been cited by the following article(s):
[1]
|
Parameter Estimation in Mean Reversion Processes with Deterministic Long-Term Trend
Journal of Probability and Statistics,
2016
DOI:10.1155/2016/5191583
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[2]
|
Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation
Journal of Mathematical Finance,
2013
DOI:10.4236/jmf.2013.33036
|
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[3]
|
Gaussian Estimation of One-Factor Mean Reversion Processes
Journal of Probability and Statistics,
2013
DOI:10.1155/2013/239384
|
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