Parameter estimation for a subcritical affine two factor model (Q2454021)

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Parameter estimation for a subcritical affine two factor model
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    Statements

    title
    Parameter estimation for a subcritical affine two factor model (English)
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    author
    Mátyás Barczy
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    Leif Döring
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    Zhenghu Li
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    Gyula Pap
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    publication date
    12 June 2014
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    zbMATH Keywords
    affine processes
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    maximum likelihood estimators
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    least squares estimators
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    cites work
    Q3995021
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    Matrix Analysis
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    Q3462062
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    Q4778955
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    Q4002114
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    Q4522401
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    Q4226355
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    Identifiers

    zbMATH DE Number
    6303446
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    OpenAlex ID
    W2962865845
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    arXiv ID
    1302.3451
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