Cite
Estimation for the change point of volatility in a stochastic differential equation
MLA
Iacus, Stefano M., and Nakahiro Yoshida. “Estimation for the Change Point of Volatility in a Stochastic Differential Equation.” Stochastic Processes & Their Applications, vol. 122, no. 3, Mar. 2012, pp. 1068–92. EBSCOhost, https://doi.org/10.1016/j.spa.2011.11.005.
APA
Iacus, S. M., & Yoshida, N. (2012). Estimation for the change point of volatility in a stochastic differential equation. Stochastic Processes & Their Applications, 122(3), 1068–1092. https://doi.org/10.1016/j.spa.2011.11.005
Chicago
Iacus, Stefano M., and Nakahiro Yoshida. 2012. “Estimation for the Change Point of Volatility in a Stochastic Differential Equation.” Stochastic Processes & Their Applications 122 (3): 1068–92. doi:10.1016/j.spa.2011.11.005.