Rieder, Sonja Robust parameter estimation for the Ornstein-Uhlenbeck process. (English) Zbl 1332.62107 Stat. Methods Appl. 21, No. 4, 411-436 (2012). MSC: 62F35 60J60 60H10 62F10 PDF BibTeX XML Cite \textit{S. Rieder}, Stat. Methods Appl. 21, No. 4, 411--436 (2012; Zbl 1332.62107) Full Text: DOI OpenURL
Frei, Marco Book review of: Stefano M. Iacus, Simulation and inference for stochastic differential equations. With R examples. (English) Zbl 1398.00017 J. Am. Stat. Assoc. 105, No. 489 (2010). MSC: 00A17 65C30 PDF BibTeX XML OpenURL