Work

On Parameter Estimation of Diffusion-Type Processes: Sequential Estimation Revisited

Year: 2025

Type: article

Source: Theory of Probability and Its Applications

DOI: 10.1137/s0040585x97t992112

Authors: A. A. Novikov, A. N. Shiryaev, N. E. Kordzakhia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4407979265

FWCI: 0.939

Cites: 33

Cited by: 1

Related to: 10