Pages that link to "Item:Q2417987"
From MaRDI portal
The following pages link to On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987):
Displaying 4 items.
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- Parameter estimation for a subcritical affine two factor model (Q2454021) (← links)
- Coupling methods and exponential ergodicity for two‐factor affine processes (Q6047317) (← links)