Parameter estimation in two-type continuous-state branching processes with immigration-Reference-Cited by-同舟云学术

Parameter estimation in two-type continuous-state branching processes with immigration

Published:2014-08 Issue: Volume:91 Page:124-134
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Xu Wei

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference24 articles.

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3. Barczy, M., Döring, L., Li, Z., Pap, G., 2013. Parameter estimation for a subcritical affine two factor model. J. Statist. Plann. Inference (in press-b). See also arXiv:1302.3451.

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5. A theory of the term structure of interest rate;Cox;Econometrica,1985

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