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