1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Harald Luschgy, “On a singularity occurring in a self-correcting point process model”, Ann Inst Stat Math, 45, no. 3, 1993, 445  crossref
  2. Yoichi Nishiyama, “A maximal inequality for continuous martingales and $M$-estimation in a Gaussian white noise model”, Ann. Statist., 27, no. 2, 1999  crossref
  3. Ludger Overbeck, Tobias Rydén, “Estimation in the Cox-Ingersoll-Ross Model”, Econ Theory, 13, no. 3, 1997, 430  crossref
  4. Shoujiang Zhao, Ting Chen, “Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge”, Communications in Statistics - Theory and Methods, 46, no. 15, 2017, 7313  crossref
  5. Van Ha Hoang, “Estimating the division kernel of a size-structured population”, ESAIM: PS, 21, 2017, 275  crossref
  6. Valeriy Ivanovich Afanasyev, “О моментах достижения высоких уровней случайным блужданием в случайной среде”, Теория вероятностей и ее применения, 65, no. 3, 2020, 460  crossref
  7. V. K. Yasinsky, I. V. Malyk, “Analysis of oscillations in quasilinear stochastic dynamic hereditary systems”, Cybern Syst Anal, 49, no. 3, 2013, 397  crossref
  8. Liuren Wu, “Variance Dynamics: Joint Evidence from Options and High-Frequency Returns”, SSRN Journal, 2005  crossref
  9. Ole E. Barndorff-Nielsen, Neil Shephard, “Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics”, SSRN Journal, 2002  crossref
  10. M. R. Soloveitchik, “Focker-Planck equation on a manifold. Effective diffusion and spectrum”, Potential Anal, 4, no. 6, 1995, 571  crossref
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