Method of moments estimation for the superposition of square-root diffusions

DOI10.1017/S0269964824000147MaRDI QIDQ6852357zbMATH OpenFDO

Authors Yan-Feng Wu, Jian-Qiang Hu

Publication date 26 February 2026

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1017/S0269964824000147

zbMATH Keywords

CIR modelmethod of momentssquare-root diffusionsuperposition

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites work

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