Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738)
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scientific article; zbMATH DE number 6654513
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| English | Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises |
scientific article; zbMATH DE number 6654513 |
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Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (English)
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18 November 2016
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CIR model
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maximum likelihood type estimation
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limit theorem
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\(\alpha\)-stable process
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0.8694067597389221
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0.8046785593032837
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0.7919328808784485
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0.766343355178833
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