Pages that link to "Item:Q4372032"
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The following pages link to ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (Q4372032):
Displaying 6 items.
- Distribution of the extremum of a mean-reverting square-root process over a finite time interval (Q1779945) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
- (Q3479410) (← links)
- (Q4884610) (← links)
- Approximate filtering via discrete dual processes (Q6189184) (← links)