Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment (Q2330998)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment |
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Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment (English)
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23 October 2019
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linear drift process
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bootstrap resampling
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Vasicek and CIR models
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