Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Small noise fluctuations of the CIR model driven by -stable noises |
scientific article; zbMATH DE number 6363258
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises |
scientific article; zbMATH DE number 6363258 |
Statements
Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (English)
0 references
3 November 2014
0 references
Cox-Ingersoll-Ross model
0 references
\(\alpha\)-stable noises
0 references
least squares estimator
0 references
central limit theorem
0 references
large deviations
0 references
moderate deviations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8694067597389221
0 references
0.8152534365653992
0 references
0.776070773601532
0 references
0.770439624786377
0 references
0.7660844326019287
0 references
