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Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion
Work
Year: 2017
Type: article
Source: Stochastic Analysis and Applications
Author Б. Л. С. Пракаса Рао
Institution CR Rao Advanced Institute of Mathematics, Statistics and Computer Science
Cites: 33
Cited by: 14
Related to: 10
FWCI: 1.845
Citation percentile (by year/subfield): 90.99
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed