Maximum likelihood estimation for Wishart processes
- 期刊名称Stochastic Processes and their Applications
- 作者Alfonsi, Aurélien; Kebaier, Ahmed; Rey, Clément
- 印刷ISSN0304-4149
- 文件大小640.08KB
- 发表时间2016-5
- DOI10.1016/j.spa.2016.04.026
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