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Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław, (2023)
The likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E., (1991)
Erratum: the likelihood ratio test under nonstandard conditions : testing the Markov switching model of GNP
Hansen, Bruce E., (1995)
Estimation in the Mixture of Markov Chains Moving With Different Speeds
Frydman, Halina, (2005)
Nonparametric Estimation in a Markov “Illness–Death” Process from Interval Censored Observations with Missing Intermediate Transition Status
Frydman, Halina, (2009)
Theory and Methods - Estimation in the Mixture of Markov Chains Moving With Different Speeds