Noh, Jungsik; Lee, Sangyeol On the identifiability conditions in some nonlinear time series models. (English) Zbl 1369.62233 REVSTAT 14, No. 4, 395-413 (2016). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{J. Noh} and \textit{S. Lee}, REVSTAT 14, No. 4, 395--413 (2016; Zbl 1369.62233) Full Text: Link
Kim, Moosup; Lee, Sangyeol On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models. (English) Zbl 1314.62197 REVSTAT 11, No. 2, 135-168 (2013). MSC: 62M09 62M10 62F12 PDFBibTeX XMLCite \textit{M. Kim} and \textit{S. Lee}, REVSTAT 11, No. 2, 135--168 (2013; Zbl 1314.62197) Full Text: Link