TY  - JOUR
AU  - Parisa Nabati
AU  - Arezoo Hajrajabi
TI  - Three-factor mean reverting Ornstein-Uhlenbeck process with stochastic drift term innovations: nonlinear autoregressive approach with dependent error
JO  - Filomat
PY  - 2022
SP  - 2345 
VL  - 36
IS  - 7
UR  - http://geodesic.mathdoc.fr/articles/10.2298/FIL2207345N/
DO  - 10.2298/FIL2207345N
LA  - en
ID  - 10_2298_FIL2207345N
ER  -