Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations (Q4994801): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3087085910 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1708.07070 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 21:26, 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