Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738): Difference between revisions

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Latest revision as of 00:08, 13 July 2024

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Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises
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    Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (English)
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    18 November 2016
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    CIR model
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    maximum likelihood type estimation
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    limit theorem
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    \(\alpha\)-stable process
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