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TRAN Thi Thanh Diu

Main Referenced Co-authors
NOURDIN, Ivan  (1)
Main Referenced Keywords
Hermite Ornstein-Uhlenbeck process (1); Hermite process (1); Limit theorems (1); Multiple Wiener-Itô integrals (1); Non-central limit theorems (1);
Main Referenced Disciplines
Mathematics (2)

Publications (total 2)

The most downloaded
199 downloads
Tran, T. T. D. (2018). Contributions to the asymptotic study of Hermite driven processes [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/34790 https://hdl.handle.net/10993/34790

The most cited

29 citations (Scopus®)

Nourdin, I., & Tran, T. T. D. (2019). Statistical inference for Vasicek-type model driven by Hermite processes. Stochastic Processes and Their Applications, 129 (10), 3774-3791. doi:10.1016/j.spa.2018.10.005 https://hdl.handle.net/10993/34409

Nourdin, I., & Tran, T. T. D. (2019). Statistical inference for Vasicek-type model driven by Hermite processes. Stochastic Processes and Their Applications, 129 (10), 3774-3791. doi:10.1016/j.spa.2018.10.005
Peer Reviewed verified by ORBi

Tran, T. T. D. (2018). Contributions to the asymptotic study of Hermite driven processes [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/34790

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