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Items where Author is "Ben Alaya, Mohamed"
Group by: Item Type | No Grouping Jump to: Article Number of items: 3. ArticleBarczy, Mátyás and Ben Alaya, Mohamed and 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, 53 (3). pp. 533-568. ISSN 0233-1888 Barczy, Mátyás and Ben Alaya, Mohamed and Kebaier, Ahmed and Pap, Gyula (2019) Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Journal of Statistical Planning and Inference, 198. pp. 139-164. Barczy, Mátyás and Ben Alaya, Mohamed and Kebaier, Ahmed and Pap, Gyula (2018) Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. Stochastic Processes and their Applications, 128 (4). pp. 1135-1164. |
