Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations (Q4994801): Difference between revisions

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Latest revision as of 21:26, 19 April 2024

scientific article; zbMATH DE number 7361648
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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)
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    22 June 2021
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    Cox-Ingersoll-Ross process
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    high-frequency observation
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    local asymptotic (mixed) normality property
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    local asymptotic quadraticity property
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    Malliavin calculus
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    parametric estimation
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    square root coefficient
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