A. S. Hurn

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimating the Parameters of Stochastic Volatility Models Using Option Price Data
Journal of Business and Economic Statistics
2025-01-20Paper
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Journal of Econometrics
2017-05-12Paper
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Journal of Econometrics
2017-05-12Paper
Forecasting day-ahead electricity load using a multiple equation time series approach
European Journal of Operational Research
2016-10-07Paper
A new method for nonparametric density estimation
Journal of Nonparametric Statistics
2000-06-05Paper
Estimating the parameters of stochastic differential equations
Mathematics and Computers in Simulation
1999-12-14Paper
Modeling the lifespan of human \(T\) lymphocyte subsets
Mathematical Biosciences
1997-12-02Paper


Research outcomes over time


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