On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987): Difference between revisions

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-Gyula Pap
@@ Property / author: Gyula Pap / rank @@
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+Gyula Pap
@@ Property / author: Gyula Pap / rank @@
+Normal rank
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+MaRDI publication profile
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+W2596198152
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+.02376
@@ Property / arXiv ID: 1703.02376 / rank @@
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@@ Property / cites work @@
+Affine diffusions and related processes: simulation, theory and applications
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+Functionals of multidimensional diffusions with applications to finance
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+Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations
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+On parameter estimation for critical affine processes
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+Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases
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+On conditional least squares estimation for affine diffusions based on continuous time observations
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