Asymptotic properties of maximum likelihood estimator for...

Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations

Barczy, Mátyás, Ben Alaya, Mohamed, Kebaier, Ahmed, Pap, Gyula
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Volume:
53
Language:
english
Journal:
Statistics
DOI:
10.1080/02331888.2019.1579216
Date:
May, 2019
File:
PDF, 2.74 MB
english, 2019
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