|
|
|
|
|
|
|
|
See by year | See by month | Jump to month | |
|
|
Bolyog Beáta: A least squares estimator for two factor affine diffusions |
|
|
|
|
Wednesday, 26. October 2016, 14:00 - 16:00
|
|
| Abstract. The talk is about the least squares estimation of the drift parameters of two-factor affine diffusion processes and the asymptotic distribution of the estimators. In the subcritical case we prove asymptotic normality, but in the critical and the supercritical case the limit distribution is non-normal. |
|
Location : Szeged, Aradi vértanúk tere 1., Riesz terem. |
Back
JEvents v3.1.8 Stable
Copyright © 2006-2013
Export Event