Chao Wei. Parameter estimation for mean-reversion type stochastic differential equations from discrete observations. IJCSM, 15(2):117-131, 2022. [doi]
@article{Wei22-9,
title = {Parameter estimation for mean-reversion type stochastic differential equations from discrete observations},
author = {Chao Wei},
year = {2022},
doi = {10.1504/IJCSM.2022.124000},
url = {https://doi.org/10.1504/IJCSM.2022.124000},
researchr = {https://researchr.org/publication/Wei22-9},
cites = {0},
citedby = {0},
journal = {IJCSM},
volume = {15},
number = {2},
pages = {117-131},
}