Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Barczy, Mátyás
and
Pap, Gyula
2015.
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations.
Statistics,
p.
1.
Barczy, Mátyás
Pap, Gyula
and
Szabó, Tamás T.
2016.
Parameter estimation for the subcritical Heston model based on discrete time observations.
Acta Scientiarum Mathematicarum,
Vol. 82,
Issue. 1-2,
p.
313.
Benke, János Marcell
and
Pap, Gyula
2017.
Local asymptotic quadraticity of statistical experiments connected with a Heston model.
Acta Scientiarum Mathematicarum,
Vol. 83,
Issue. 1-2,
p.
313.
Benke, János Marcell
2018.
Barczy, Mátyás
Nyul, Balázs
and
Pap, Gyula
2019.
Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations.
Journal of Statistical Theory and Practice,
Vol. 13,
Issue. 1,
Barczy, Mátyás
Ben Alaya, Mohamed
Kebaier, Ahmed
and
Pap, Gyula
2019.
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model.
Journal of Statistical Planning and Inference,
Vol. 198,
Issue. ,
p.
139.
Jin, Peng
Kremer, Jonas
and
Rüdiger, Barbara
2019.
Moments and ergodicity of the jump-diffusion CIR process.
Stochastics,
Vol. 91,
Issue. 7,
p.
974.
Barczy, Mátyás
Ben Alaya, Mohamed
Kebaier, Ahmed
and
Pap, Gyula
2019.
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations.
Statistics,
Vol. 53,
Issue. 3,
p.
533.
Mayerhofer, Eberhard
Stelzer, Robert
and
Vestweber, Johanna
2020.
Geometric ergodicity of affine processes on cones.
Stochastic Processes and their Applications,
Vol. 130,
Issue. 7,
p.
4141.
Friesen, Martin
Jin, Peng
and
Rüdiger, Barbara
2020.
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes.
The Annals of Applied Probability,
Vol. 30,
Issue. 5,
Jin, Peng
Kremer, Jonas
and
Rüdiger, Barbara
2020.
Existence of limiting distribution for affine processes.
Journal of Mathematical Analysis and Applications,
Vol. 486,
Issue. 2,
p.
123912.
Friesen, Martin
and
Jin, Peng
2020.
On the anisotropic stable JCIR process
.
Latin American Journal of Probability and Mathematical Statistics,
Vol. 17,
Issue. 2,
p.
643.
Friesen, Martin
Jin, Peng
Kremer, Jonas
and
Rüdiger, Barbara
2020.
Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices.
Advances in Applied Probability,
Vol. 52,
Issue. 3,
p.
825.
Bao, Jianhai
and
Wang, Jian
2023.
Exponential ergodicity for a class of Markov processes with interactions.
Journal of Applied Probability,
Vol. 60,
Issue. 2,
p.
465.
Bao, Jianhai
and
Wang, Jian
2023.
Coupling methods and exponential ergodicity for two‐factor affine processes.
Mathematische Nachrichten,
Vol. 296,
Issue. 5,
p.
1716.
Chen, Shukai
and
Li, Zenghu
2023.
Strong feller and ergodic properties of the (1+1)-affine process.
Journal of Applied Probability,
Vol. 60,
Issue. 3,
p.
812.
Chen, Shukai
2023.
On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances.
Journal of Theoretical Probability,
Vol. 36,
Issue. 1,
p.
315.
Friesen, Martin
Jin, Peng
Kremer, Jonas
and
Rüdiger, Barbara
2023.
Regularity of transition densities and ergodicity for affine jump‐diffusions.
Mathematische Nachrichten,
Vol. 296,
Issue. 3,
p.
1117.
Friesen, Martin
and
Karbach, Sven
2024.
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces.
Finance and Stochastics,
Vol. 28,
Issue. 4,
p.
1077.