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, GyulaVolume:
53
Language:
english
Journal:
Statistics
DOI:
10.1080/02331888.2019.1579216
Date:
May, 2019
File:
PDF, 2.74 MB
english, 2019