Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment (Q2330998)
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scientific article; zbMATH DE number 7121737
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| English | Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment |
scientific article; zbMATH DE number 7121737 |
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Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment (English)
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23 October 2019
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linear drift process
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bootstrap resampling
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Vasicek and CIR models
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0.7620117664337158
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0.7155815958976746
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0.7124952077865601
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0.7047443985939026
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