Pages that link to "Item:Q2973137"
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The following pages link to Parameter estimation for the subcritical Heston model based on discrete time observations (Q2973137):
Displaying 6 items.
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
- Parameter estimation for a subcritical affine two factor model (Q2454021) (← links)
- Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
- Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
- Volterra square-root process: stationarity and regularity of the law (Q6126106) (← links)