Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process (Q4956066)
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scientific article; zbMATH DE number 1452479
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| English | Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process |
scientific article; zbMATH DE number 1452479 |
Statements
Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process (English)
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24 May 2000
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estimating functions
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Cox-Ingersoll-Ross process
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0.8617103099822998
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0.8307716846466064
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0.8273762464523315
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