Asymptotic properties of maximum likelihood estimators for Heston models
based on continuous time observations

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Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations

17 October 2013

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Papers citing "Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations"

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Title
Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations M. Ben Alaya Ahmed Kebaier N. Tran 59 5 0 23 Aug 2017
On conditional least squares estimation for affine diffusions based on continuous time observations Beáta Bolyog G. Pap 21 5 0 07 Mar 2017
Moderate deviations for parameters estimation in a geometrically ergodic Heston process Marie du Roy de Chaumaray 23 3 0 20 Jul 2016
Least squares estimation for the subcritical Heston model based on continuous time observations M. Barczy Balázs Nyul G. Pap 37 1 0 18 Nov 2015
Weighted least squares estimation for the subcritical Heston process Marie du Roy de Chaumaray 25 3 0 30 Sep 2015
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model M. Barczy M. Ben Alaya Ahmed Kebaier G. Pap 34 10 0 29 Sep 2015