Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations.
Authors
Publication date
- BARCZY Matyas
- BEN ALAYA Mohamed
- KEBAIER Ahmed
- PAP Gyula
2019
Publication type
Journal Article
Summary
No summary available.
Publisher
Informa UK Limited
-
No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr