Articles citing this article

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The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Maximum likelihood estimator for skew Brownian motion: The convergence rate

Antoine Lejay and Sara Mazzonetto
Scandinavian Journal of Statistics 51 (2) 612 (2024)
https://doi.org/10.1111/sjos.12694

A CLT for a class of stochastic integrals with application in statistics

Johanna Garzón, Jaime San Martín and Soledad Torres
Latin American Journal of Probability and Mathematical Statistics 18 (1) 1085 (2021)
https://doi.org/10.30757/ALEA.v18-41

Maximum likelihood drift estimation for a threshold diffusion

Antoine Lejay and Paolo Pigato
Scandinavian Journal of Statistics 47 (3) 609 (2020)
https://doi.org/10.1111/sjos.12417