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 |
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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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