On parameter estimation for critical affine processes


Barczy, Mátyás ; Döring, Leif ; Li, Zenghu ; Pap, Gyula


DOI: https://doi.org/10.1214/13-EJS786
URL: https://arxiv.org/abs/1210.1866
Additional URL: https://projecteuclid.org/download/pdfview_1/eucli...
Document Type: Article
Year of publication: 2013
The title of a journal, publication series: Electronic Journal of Statistics : EJS
Volume: 7
Page range: 647-696
Place of publication: Ithaca, NY
Publishing house: Cornell University Library
ISSN: 1935-7524
Publication language: English
Institution: School of Business Informatics and Mathematics > Stochastik (Döring 2017-)
Subject: 510 Mathematics
Additional information: Online-Ressource

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




+ Citation Example and Export

Barczy, Mátyás ; Döring, Leif ; Li, Zenghu ; Pap, Gyula (2013) On parameter estimation for critical affine processes. Electronic Journal of Statistics : EJS Ithaca, NY 7 647-696 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item