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

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Revision as of 19:30, 19 March 2024

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On conditional least squares estimation for affine diffusions based on continuous time observations
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    On conditional least squares estimation for affine diffusions based on continuous time observations (English)
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    31 May 2019
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    affine processes
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    continuous time observations
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    conditional least squares estimators
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