A pathwise inference method for the parameters of diffusion terms (Q4600191)
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scientific article; zbMATH DE number 6822909
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| English | A pathwise inference method for the parameters of diffusion terms |
scientific article; zbMATH DE number 6822909 |
Statements
A pathwise inference method for the parameters of diffusion terms (English)
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5 January 2018
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diffusions processes
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volatility
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power index
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pathwise estimation
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Cox-Ingersoll-Ross process
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CKLS model
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0.7777748703956604
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0.7717320919036865
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0.7686947584152222
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0.7600096464157104
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