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This user has no media.Weighted least squares estimation for the subcritical Heston process,
Journal of Applied Probability, vol. 55 (2), 2018, HAL ArXiv
Moderate deviations for parameters estimation in a geometrically ergodic Heston process,
Statistical Inference for Stochastic Processes, vol. 21 (3), 2017, HAL ArXiv
Large deviations for the squared radial Ornstein-Uhlenbeck process,
TVP, Theory of Probability and its Applications, vol. 61 (3), 2016, HAL ArXiv.