Cited by 2
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
B. L. S. Prakasa Rao
Journal  Теория вероятностей и ее применения Volume 70, Issue 2 (2025), p. 404
Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko
Journal  Communications in Statistics - Theory and Methods Volume 51, Issue 19 (2022), p. 6818