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Sequential estimation of the parameters of diffusion processes
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Sequential estimation of the parameters of diffusion processes (1972)Sequential estimation of the parameters o…Minimum $L_1$-norm estimation for fractional Ornstein–Uhlenbeck type process (2005)Minimum $L_1$-norm estimation…Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process (2004)Sequential Estimation for Fra…New York 1987 (2000)Stochastic Calculus with Respect to Gaussian Processes (2001)Theory and applications of long-range dependence (2003)Stochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)
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  • 2004Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process20 cited
  • 2005Minimum $L_1$-norm estimation for fractional Ornstein–Uhlenbeck type process18 cited

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