Work

On asymptotics related to classical inference in stochastic differential equations with random effects

Year: 2015

Type: article

Source: Statistics & Probability Letters

DOI: 10.1016/j.spl.2015.10.001

Authors: Trisha Maitra, Sourabh Bhattacharya

Institution: Indian Statistical Institute

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2192831025

FWCI: 6.041

Cites: 6

Cited by: 18

Related to: 10