On parameter estimation for critical affine processes (Q1951130): Difference between revisions

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-Zhenghu Li
@@ Property / author: Zhenghu Li / rank @@
-Normal rank
@@ Property / author @@
-Gyula Pap
@@ Property / author: Gyula Pap / rank @@
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@@ Property / author @@
+Zhenghu Li
@@ Property / author: Zhenghu Li / rank @@
+Normal rank
@@ Property / author @@
+Gyula Pap
@@ Property / author: Gyula Pap / rank @@
+Normal rank
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+.1866
@@ Property / arXiv ID: 1210.1866 / rank @@
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+Moment explosions in stochastic volatility models
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Asymptotic behavior of unstable INAR(\(p\)) processes
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases
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+Skew convolution semigroups and affine Markov processes
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+Affine processes and applications in finance
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+Q3721531
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+Affine Diffusion Processes: Theory and Applications
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+MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS
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+Q4840212
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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+On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions
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+Estimation for discretely observed continuous state branching processes with immigration
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+Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions
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+Q4002114
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+Affine processes are regular
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+Regularity of affine processes on general state spaces
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+Measure-Valued Branching Markov Processes
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+A limit theorem of two-type Galton-Watson branching processes with immigration
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+On the Statistical Treatment of Linear Stochastic Difference Equations
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+Estimation for Continuous Branching Processes
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+Q4435813
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+Asymptotic Statistics
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+Some asymptotic results for the branching process with immigration
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+Estimation of the means in the branching process with immigration
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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+W2952369164
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+Publication:1951130