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1703.02376
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On conditional least squares estimation for affine diffusions based on continuous time observations
7 March 2017
Beáta Bolyog
G. Pap
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Papers citing
"On conditional least squares estimation for affine diffusions based on continuous time observations"
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Title
On Conditional least squares estimation for the AD(1,n) model
M. Ben Alaya
Houssem Dahbi
Hamdi Fathallah
29
0
0
11 Jun 2024
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
1
