The following pages link to Jonas Kremer (Q777126):
Displaying 7 items.
- Existence of limiting distribution for affine processes (Q777128) (← links)
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
- Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
- Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
- Regularity of transition densities and ergodicity for affine jump‐diffusions (Q6047388) (← links)
- Maximum likelihood estimation in continuous affine Volterra processes in the ergodic regime (Q6529684) (← links)
- Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process (Q6743449) (← links)
