Pages that link to "Item:Q3145420"

The following pages link to Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (Q3145420):

Displaying 20 items.

• Change detection in the Cox-Ingersoll-Ross model (Q308414) (← links)
• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← 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 parameter estimation for critical affine processes (Q1951130) (← links)
• The entry and exit game in the electricity markets: a mean-field game approach (Q2068791) (← links)
• Limit properties of continuous self-exciting processes (Q2273724) (← links)
• Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
• On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
• Parameter estimation for a subcritical affine two factor model (Q2454021) (← links)
• Parameter estimation in CKLS model by continuous observations (Q2667620) (← links)
• BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
• Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
• Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
• Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
• Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
• Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process (Q5131242) (← links)
• Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
• Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process (Q5369326) (← links)
• Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)