Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595)
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scientific article; zbMATH DE number 7054864
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| English | Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations |
scientific article; zbMATH DE number 7054864 |
Statements
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (English)
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15 May 2019
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stable Cox-Ingersoll-Ross process
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maximum likelihood estimator
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strong consistency
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asymptotic mixed normality
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0.9312326312065125
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0.8294795155525208
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0.8057821393013
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0.802077054977417
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0.7745887637138367
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