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Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Küchler, U.
(2008)
On large deviations in testing Ornstein–Uhlenbeck-type models.
Statistical Inference for Stochastic Processes, 11 (2).
pp. 143-155.
ISSN 1387-0874
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Küchler, U.
(2006)
On Markovian short rates in term structure models driven by different jump-diffusion processes.
Statistics and Decisions, 24 (2).
pp. 255-271.
ISSN 0721-2631