On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
Crossref DOI link: https://doi.org/10.1186/s13662-016-0819-1
Published Online: 2016-04-01
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Jingjie
Wu, Jiang-Lun
Funding for this research was provided by:
National Nature Science Foundation of China (Grant No. 71401124)
Youth Foundation of Tianjin University of Commerce (Grant No. 150108)
License valid from 2016-04-01