Back
  1. Home
  3. Detailled Reference
Download
Article (Scientific journals)
Statistical inference for Vasicek-type model driven by Hermite processes
Nourdin, Ivan; Tran, Thi Thanh Diu
2019 • In Stochastic Processes and Their Applications, 129 (10), p. 3774-3791
Peer Reviewed verified by ORBi
Permalink
https://hdl.handle.net/10993/34409
DOI
10.1016/j.spa.2018.10.005
 

Files (1)Send toDetailsStatisticsBibliographySimilar publications

Files

Full Text
1712.05915.pdf
Author preprint (265.2 kB)
Download

All documents in ORBilu are protected by a user license.

Send to


Details


Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Tran, Thi Thanh Diu 
External co-authors :
yes
Language :
English
Title :
Statistical inference for Vasicek-type model driven by Hermite processes
Publication date :
2019
Journal title :
Stochastic Processes and Their Applications
ISSN :
1879-209X
Publisher :
Elsevier, Amsterdam, Netherlands
Volume :
129
Issue :
10
Pages :
3774-3791
Peer reviewed :
Peer Reviewed verified by ORBi
Focus Area :
Computational Sciences
Available on ORBilu :
since 06 February 2018

Statistics

Number of views
155 (11 by Unilu)
Number of downloads
121 (6 by Unilu)
More statistics
Scopus citations®
 
29
Scopus citations®
without self-citations
26
OpenCitations
 
21
WoS citations™
 
23

Bibliography

Similar publications


Contact ORBilu