Pages that link to "Item:Q342738"
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The following pages link to Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738):
Displaying 6 items.
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
- Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises (Q5078489) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)
- Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)
