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EngineeringDecision SciencesOptimizationStochastic ProcessesBrownian MotionDiffusion ProcessesNumerical AnalysisParameter EstimationStochastic CalculusFractional Brownian MotionParameter Estimation For DiffusionsParameter Estimation For Stochastic Differential EquationsParameter IdentificationStandard Brownian Motion
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Specification Analysis of Affine Term Structure Models
Qiang Dai, Kenneth J. Singleton · The Journal of Finance · 2000 · 1.8K citations · Full text
Scaling behaviour in the dynamics of an economic index
Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations
Restart procedures for the conjugate gradient method
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