On parameter estimation for critical affine processes (Q1951130): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 16:08, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On parameter estimation for critical affine processes |
scientific article |
Statements
On parameter estimation for critical affine processes (English)
0 references
29 May 2013
0 references
affine process
0 references
scaling theorem
0 references
least squares estimator
0 references