On parameter estimation for critical affine processes

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On parameter estimation for critical affine processes

5 October 2012

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Papers citing "On parameter estimation for critical affine processes"

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Title
On conditional least squares estimation for affine diffusions based on continuous time observations Beáta Bolyog G. Pap 10 5 0 07 Mar 2017
Least squares estimation for the subcritical Heston model based on continuous time observations M. Barczy Balázs Nyul G. Pap 19 1 0 18 Nov 2015
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model M. Barczy M. Ben Alaya Ahmed Kebaier G. Pap 21 10 0 29 Sep 2015
Statistical inference for critical continuous state and continuous time branching processes with immigration M. Barczy Kristóf Körmendi G. Pap 32 5 0 09 Nov 2014
Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations M. Barczy G. Pap 55 19 0 17 Oct 2013