Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671)
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scientific article; zbMATH DE number 6604437
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| English | Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations |
scientific article; zbMATH DE number 6604437 |
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Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (English)
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19 July 2016
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Heston model
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stochastic differential equations
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maximum-likelihood estimator
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almost sure convergence
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convergence in distribution
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0.8761916160583496
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0.8453307747840881
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0.8400253653526306
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0.8294795155525208
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0.8002209067344666
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