Estimation for the change point of volatility in a stochastic differential equation
- 作者Stefano M. Iacus; Nakahiro Yoshida
- 卷第122卷
- 期第3期
- 印刷ISSN0304-4149
- 文件大小403.60KB
- 发表时间2012
- DOI10.1016/j.spa.2011.11.005
- 页码1068-1092
同期刊推荐
Thailand's energy security indicatorsMartchamadol, Jutamanee; Kumar, S. · Renewable and Sustainable Energy Reviews · 2012
Editorial BoardRenewable and Sustainable Energy Reviews · 2012
Publishers noteRenewable and Sustainable Energy Reviews · 2012
Editorial BoardRenewable and Sustainable Energy Reviews · 2012
Editorial BoardRenewable and Sustainable Energy Reviews · 2013
DSM Power Plant in IndiaGupta, Saurabh; Bhattacharya, Tanushree · Renewable and Sustainable Energy Reviews · 2013
Adsorber efficiency in adsorbtion refrigerationLucia, Umberto · Renewable and Sustainable Energy Reviews · 2013
Microalgae for a macroenergy worldOncel, Suphi S. · Renewable and Sustainable Energy Reviews · 2013