On conditional least squares estimation for affine diffusions based on continuous time observations
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Publication:2417987
DOI10.1007/s11203-018-9174-zzbMath1428.60113arXiv1703.02376OpenAlexW2596198152MaRDI QIDQ2417987
Publication date: 31 May 2019
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.02376
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On conditional least squares estimation for affine diffusions based on continuous time observations, Coupling methods and exponential ergodicity for two‐factor affine processes
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