8 citations · 8 across the 2 of their papers we have counts for
2 papers
math.ST2026
Near-Unit-Root Theory for Affine Processes
Gael Anne, Yang Lu, Xuewen Yu +1
Discrete-time affine processes are widely used in finance and economics and encompass count, positive, and nonnegative-valued processes. This paper develops near-unit-root asymptot…
math.ST2005★ 8 cited
Likelihood inference for incompletely observed stochastic processes: ignorability conditions
Daniel Commenges, Anne Gegout-Petit
We develop a study of ignorability and conditions thereof for likelihood inference in the framework of stochastic processes. We define a coarsening model for processes which includ…