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20072023
most citedOn the optimal dividend problem for a spectrally negative Lévy process

319 citations · 484 across the 28 of their papers we have counts for

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math.ST2010★ 3 cited

On spectral properties and statistical analysis of Fisher-Snedecor diffusion

F. Avram, N. N. Leonenko, N. Šuvak

We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectra…