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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
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https://hdl.handle.net/10993/34409
DOI
10.1016/j.spa.2018.10.005
 

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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 :
0304-4149
eISSN :
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

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