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Items where Author is "Leif, Döring"

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Article

Barczy, Mátyás and Leif, Döring and Zenghu, Li and Pap, Gyula (2014) Parameter estimation for a subcritical affine two factor model. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 151. pp. 37-59. ISSN 0378-3758

Barczy, Mátyás and Leif, Döring and Zenghu, Li and Pap, Gyula (2014) Stationarity and ergodicity for an affine two-factor model. ADVANCES IN APPLIED PROBABILITY, 46 (3). pp. 878-898. ISSN 0001-8678

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