On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987): Difference between revisions
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Latest revision as of 12:44, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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