Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/article/10.1007/s42519-018-0007-6/fulltext.html
Reference28 articles.
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3. Barczy M, Döring L, Li Z, Pap G (2013) On parameter estimation for critical affine processes. Electron J Stat 7:647–696
4. Barczy M, Döring L, Li Z, Pap G (2014) Stationarity and ergodicity for an affine two factor model. Adv Appl Probab 46(3):878–898
5. Barczy M, Pap G (2016) Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations. Statistics 50(2):389–417
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