Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489)
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scientific article; zbMATH DE number 7585023
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| English | Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations |
scientific article; zbMATH DE number 7585023 |
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Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (English)
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14 September 2022
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Cox-Ingersoll-Ross process
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continuous observations
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parameter estimation
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strong consistency
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