Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6440580
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model |
scientific article; zbMATH DE number 6440580 |
Statements
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (English)
0 references
27 May 2015
0 references
stable Cox-Ingersoll-Ross model
0 references
conditional least squares estimators
0 references
weighted conditional least squares estimators
0 references
branching process with immigration
0 references
exponential ergodicity
0 references
strong mixing property
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.802077054977417
0 references
0.7744976282119751
0 references
0.77060866355896
0 references
0.7667288184165955
0 references
