Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339)
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scientific article; zbMATH DE number 6859462
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| English | Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations |
scientific article; zbMATH DE number 6859462 |
Statements
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (English)
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13 April 2018
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jump-type Cox-Ingersoll-Ross (CIR) process
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basic affine jump-diffusion (BAJD)
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subordinator
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maximum likelihood estimator
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0.9312326312065125
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0.8000272512435913
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0.7906145453453064
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0.7838864326477051
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0.7580952048301697
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