Pages that link to "Item:Q2667620"
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The following pages link to Parameter estimation in CKLS model by continuous observations (Q2667620):
Displaying 9 items.
- Maximum likelihood estimation for Wishart processes (Q326826) (← links)
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
- Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion (Q2724985) (← links)
- Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (Q2817110) (← links)
- Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model (Q6573043) (← links)
