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Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model

29 September 2015

Papers citing "Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model"

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Title
Asymptotic properties of AD(1, n) model and its maximum likelihood estimator M. Ben Alaya Houssem Dahbi Hamdi Fathallah 13 3 0 15 Mar 2023
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 24 5 0 07 Mar 2017