Parameter estimation for generalized Ait-Sahalia-type interest rate model (Q6171889)
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scientific article; zbMATH DE number 7713886
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| English | Parameter estimation for generalized Ait-Sahalia-type interest rate model |
scientific article; zbMATH DE number 7713886 |
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Parameter estimation for generalized Ait-Sahalia-type interest rate model (English)
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18 July 2023
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Ait-Sahalia-type interest rate model
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approximate maximum likelihood estimation
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ergodic theorem
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quadratic variation
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