Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations (Q4994801): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3087085910 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1708.07070 / rank | |||
Normal rank | |||
Latest revision as of 22:26, 19 April 2024
scientific article; zbMATH DE number 7361648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations |
scientific article; zbMATH DE number 7361648 |
Statements
Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations (English)
0 references
22 June 2021
0 references
Cox-Ingersoll-Ross process
0 references
high-frequency observation
0 references
local asymptotic (mixed) normality property
0 references
local asymptotic quadraticity property
0 references
Malliavin calculus
0 references
parametric estimation
0 references
square root coefficient
0 references
