Pages that link to "Item:Q2347462"
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The following pages link to Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462):
Displayed 40 items.
- Statistical inference for critical continuous state and continuous time branching processes with immigration (Q314552) (← links)
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- A stable Cox-Ingersoll-Ross model with restart (Q739517) (← links)
- Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration (Q828638) (← links)
- Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (Q1634887) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Smoothness of continuous state branching with immigration semigroups (Q1684781) (← links)
- Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Continuous-state branching processes in Lévy random environments (Q1800491) (← links)
- Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise (Q1987558) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Exponential ergodicity for general continuous-state nonlinear branching processes (Q2024510) (← links)
- Multiple yield curve modelling with CBI processes (Q2037767) (← links)
- Least squares estimation for the linear self-repelling diffusion driven by \(\alpha \)-stable motions (Q2070623) (← links)
- Geometrical smeariness -- a new phenomenon of Fréchet means (Q2073211) (← links)
- Continuous time mixed state branching processes and stochastic equations (Q2154335) (← links)
- The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift (Q2176362) (← links)
- Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises (Q2213423) (← links)
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case (Q2273199) (← links)
- Least-squares estimation for the subcritical Heston model based on continuous-time observations (Q2322027) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes (Q2407776) (← links)
- Parameter estimation in two-type continuous-state branching processes with immigration (Q2454006) (← links)
- Parameter estimation for a subcritical affine two factor model (Q2454021) (← links)
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935) (← links)
- Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion (Q2798172) (← links)
- Sample paths of continuous-state branching processes with dependent immigration (Q4967293) (← links)
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
- Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes (Q5005712) (← links)
- Ergodicity of CIR type SDEs driven by stable processes with random switching (Q5086515) (← links)
- Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
- On the anisotropic stable JCIR process (Q5119398) (← links)
- Continuous-State Branching Processes with Immigration (Q5132611) (← links)
- Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)
- Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)