Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027)
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| Language | Label | Description | Also known as |
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| English | Least-squares estimation for the subcritical Heston model based on continuous-time observations |
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Least-squares estimation for the subcritical Heston model based on continuous-time observations (English)
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27 August 2019
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Heston model
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least-squares estimator
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strong consistency
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asymptotic normality
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