Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations |
scientific article |
Statements
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (English)
0 references
13 April 2018
0 references
jump-type Cox-Ingersoll-Ross (CIR) process
0 references
basic affine jump-diffusion (BAJD)
0 references
subordinator
0 references
maximum likelihood estimator
0 references
