Parameter estimation for a subcritical affine two factor model
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Publication:2454021
DOI10.1016/j.jspi.2014.04.001zbMath1288.62033arXiv1302.3451OpenAlexW2962865845MaRDI QIDQ2454021
Leif Döring, Mátyás Barczy, Zhenghu Li, Gyula Pap
Publication date: 12 June 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.3451
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