Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process (Q5131242)
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scientific article; zbMATH DE number 7270305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process |
scientific article; zbMATH DE number 7270305 |
Statements
Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process (English)
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5 November 2020
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Cox-Ingersoll-Ross (CIR) process
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parameter estimation
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large deviations
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maximum likelihood estimator
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