南京航空航天大学主页平台管理系统 yuqian--Home-- Statistical inference for Vasicek-type model driven by self-similar Gaussian processes

余迁Associate Professor

余迁，南京航空航天大学数学学院特聘副研究员，硕士生导师。2021年6月博士毕业于华东师范大学，专业为统计学，研究方向为随机分析及其应用。目前的研究兴趣是极限理论和统计推断。主持国家自然科学基金青年基金项目和江苏省自然科学基金青年基金项目各1项。在《Stochastic Processes and their Applications》、《Journal of Theoretical Probability》、《Journal of Mathematical Physics》等期刊发表多篇学术论文。Detials

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Statistical inference for Vasicek-type model driven by self-similar Gaussian processes

Release time:2021-10-07 Hits:

Journal:Communications in Statistics-Theory and Methods
Volume:49
Issue:2
Page Number:471–484
Translation or Not:no
Included Journals:SCIE
Correspondence Author:Qian Yu
Date of Publication:2020-01-15

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