2 results
Estimation in the Cox-Ingersoll-Ross Model
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- Journal:
- Econometric Theory / Volume 13 / Issue 3 / June 1997
- Published online by Cambridge University Press:
- 11 February 2009, pp. 430-461
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On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions
- Part of
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- Journal:
- Journal of Applied Probability / Volume 33 / Issue 3 / September 1996
- Published online by Cambridge University Press:
- 14 July 2016, pp. 640-653
- Print publication:
- September 1996
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