We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations  . We distinguish three cases: subcritical (also called ergodic), critical and supercritical  .
We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations of the log-price process . We distinguish three cases: subcritical (also called ergodic), critical and supercritical . In the subcritical case, asymptotic normality is proved for all the parameters, while in the critical and supercritical cases, non-standard asymptotic behavior is described .
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of the log-price process
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. In the subcritical case, asymptotic normality is proved for all the parameters, while in the critical and supercritical cases, non-standard asymptotic behavior is described