Pages that link to "Item:Q1743339"

The following pages link to Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339):

Displayed 7 items.

• Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) ‎ (← links)
• Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) ‎ (← links)
• Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) ‎ (← links)
• On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) ‎ (← links)
• Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) ‎ (← links)
• Limit theorems for continuous-state branching processes with immigration (Q5084796) ‎ (← links)
• Moments and ergodicity of the jump-diffusion CIR process (Q5087038) ‎ (← links)