Inference in generalized exponential O–U processes with change-point
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2023/09/01
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Indian UGC (journal)
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Refrences9
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Citations1
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Yunhong Lyu
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Sévérien Nkurunziza
Journal Category
Science
Mathematics
Probabilities
Mathematical statistics
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
Inference for a change‐point problem under an OU setting with unequal and unknown volatilities | Canadian Journal of Statistics |
| 1 | 2020 |
| Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting | Annals of the Institute of Statistical Mathematics |
| 10 | 2018 |
| Estimation and testing in generalized mean-reverting processes with change-point | Statistical Inference for Stochastic Processes |
| 7 | 2018 |
| Drift estimation for a periodic mean reversion process | Statistical Inference for Stochastic Processes |
| 28 | 2010 |
The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging | The Journal of Finance |
| 1,023 | 1997 |
Refrences Analysis
| Category | Category Repetition |
|---|---|
| Science: Mathematics: Probabilities. Mathematical statistics | 2 |
| Science: Mathematics | 2 |
The category
Science: Mathematics: Probabilities. Mathematical statistics 2
is the most frequently represented among the references in this article. It primarily includes studies from Annals of the Institute of Statistical Mathematics and Canadian Journal of Statistics. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Inference in generalized exponential O–U processes with change-point | Statistical Inference for Stochastic Processes |
| 1 | 2023 |
Citations Analysis
| Category | Category Repetition |
|---|---|
| Science: Mathematics: Probabilities. Mathematical statistics | 1 |
The category
Science: Mathematics: Probabilities. Mathematical statistics 1
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Inference in generalized exponential O–U processes with change-point and was published in 2023. The most recent citation comes from a 2023 study titled Inference in generalized exponential O–U processes with change-point. This article reached its peak citation in 2023, with 1 citations. It has been cited in 1 different journals. Among related journals, the Statistical Inference for Stochastic Processes cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.