Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model (Q5111850)
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scientific article; zbMATH DE number 7205126
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| English | Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model |
scientific article; zbMATH DE number 7205126 |
Statements
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (English)
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27 May 2020
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least squares
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quasi-maximum likelihood
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continuous record
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estimation
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testing
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bias correction
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diffusion processes
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0.7647919058799744
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0.7584264278411865
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0.7552206516265869
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0.7545366287231445
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