Maximum likelihood estimation for Wishart processes - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2016

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hal-04479421 , version 1 (27-02-2024)

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Aurélien Alfonsi, Ahmed Kebaier, Clément Rey. Maximum likelihood estimation for Wishart processes. Stochastic Processes and their Applications, 2016, 126 (11), pp.3243-3282. ⟨10.1016/j.spa.2016.04.026⟩. ⟨hal-04479421⟩
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