Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process
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Publication:5131242
DOI10.1137/S0040585X97T990058zbMath1452.62204arXiv1806.08160MaRDI QIDQ5131242
Publication date: 5 November 2020
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.08160
Point estimation (62F10) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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