Pages that link to "Item:Q5739671"
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The following pages link to Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671):
Displaying 10 items.
- Change detection in the Cox-Ingersoll-Ross model (Q308414) (← links)
- On the large deviation principle for maximum likelihood estimator of \(\alpha\)-Brownian bridge (Q1642264) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)
- An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285) (← links)
