Parameter estimation for a subcritical affine two factor model (Q2454021): Difference between revisions
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Revision as of 15:22, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a subcritical affine two factor model |
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Parameter estimation for a subcritical affine two factor model (English)
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12 June 2014
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affine processes
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maximum likelihood estimators
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least squares estimators
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