On parameter estimation for critical affine processes
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- Matyas Barczy & Mohamed Ben Alaya & Ahmed Kebaier & Gyula Pap, 2016. "Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations," Papers 1609.05865, arXiv.org, revised Aug 2017.
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- Matyas Barczy & Balazs Nyul & Gyula Pap, 2015. "Least squares estimation for the subcritical Heston model based on continuous time observations," Papers 1511.05948, arXiv.org, revised Aug 2018.
- Matyas Barczy & Mohamed Ben Alaya & Ahmed Kebaier & Gyula Pap, 2015. "Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model," Papers 1509.08869, arXiv.org, revised May 2018.
- Mátyás Barczy & Kristóf Körmendi & Gyula Pap, 2016. "Statistical inference for critical continuous state and continuous time branching processes with immigration," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(7), pages 789-816, October.
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