Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast maximum likelihood estimation of parameters for square root and Bessel processes |
scientific article |
Statements
Fast maximum likelihood estimation of parameters for square root and Bessel processes (English)
0 references
27 April 2023
0 references
Bessel process
0 references
Cox-Ingersoll-Ross model
0 references
maximum likelihood estimation
0 references
squared Bessel process
0 references
0 references