Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q701605 |
||
Property / author | |||
Property / author: Zhenghu Li / rank | |||
Revision as of 10:10, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model |
scientific article |
Statements
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (English)
0 references
27 May 2015
0 references
stable Cox-Ingersoll-Ross model
0 references
conditional least squares estimators
0 references
weighted conditional least squares estimators
0 references
branching process with immigration
0 references
exponential ergodicity
0 references
strong mixing property
0 references