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Citation

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Skip to: 2014 | 2013 | 2012
Number of items: 5.

2014

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Li, Zenghu ; Pap, Gyula (2014) Parameter estimation for a subcritical affine two factor model. Journal of Statistical Planning and Inference : JSPI Amsterdam 151/2 37-59 [Article]

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Li, Zenghu ; Pap, Gyula (2014) Stationarity and ergodicity for an affine two factor model. Advances in Applied Probability Sheffield [u.a.] 46 3 878-898 [Article]

2013

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Li, Zenghu ; Pap, Gyula (2013) On parameter estimation for critical affine processes. Electronic Journal of Statistics : EJS Ithaca, NY 7 647-696 [Article]

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 (2013) On entire moments of self-similar Markov processes. Stochastic Analysis and Applications Philadelphia, PA 31 2 191-198 [Article]

2012

Döring, Leif ORCID: 0000-0002-4569-5083 ; Barczy, Mátyás (2012) A jump-type SDE approach to positive self-similar Markov processes. Electronic Journal of Probability : EJP Seattle, WA 17 No. 94 1-39 [Article]

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