Pages that link to "Item:Q2454021"
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The following pages link to Parameter estimation for a subcritical affine two factor model (Q2454021):
Displayed 3 items.
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
- Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)