Cited by 1
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko
Journal:  Communications in Statistics - Theory and Methods Volume 51, Issue 19 (2022), p. 6818