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Б. Л. С. Пракаса Рао

  1. Maximum likelihood estimation for stochastic differential equations\n driven by a mixed fractional Brownian motion with random effects
    2021/04/30 by Б. Л. С. Пракаса Рао, Rao, B. L. S. Prakasa · 1 citation
    Economics, Econometrics and Finance · #60G22 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications