Olena Dehtiar

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model
Communications in Statistics. Theory and Methods
2024-07-16Paper
Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
Communications in Statistics: Theory and Methods
2022-09-14Paper
Parameter estimation in CKLS model by continuous observations
Statistics & Probability Letters
2022-03-04Paper
Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations
(available as arXiv preprint)
2020-05-11Paper


Research outcomes over time


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