Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462): Difference between revisions

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Property / author: Zhenghu Li / rank
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Property / author: Zhenghu Li / rank
 
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Latest revision as of 04:09, 10 July 2024

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Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
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    Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (English)
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    27 May 2015
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    stable Cox-Ingersoll-Ross model
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    conditional least squares estimators
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    weighted conditional least squares estimators
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    branching process with immigration
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    exponential ergodicity
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    strong mixing property
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