Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics

  1. Gutiérrez, R.
  2. Angulo, J.M.
  3. González, A.
  4. Pérez, R.
Journal:
Applied Stochastic Models and Data Analysis

ISSN: 1099-0747,  8755-0024

Year of publication: 1991

Volume: 7

Issue: 4

Pages: 295-316

Type: Article

DOI: 10.1002/ASM.3150070402 GOOGLE SCHOLAR
Data source: Scopus