Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (Q3145420)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases |
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Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (English)
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20 December 2012
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Cox-Ingersoll-Ross processes
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Laplace transform
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limit theorems
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nonergodic diffusion
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parameter inference
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simulation efficiency
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