Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model |
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Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (English)
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27 May 2015
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stable Cox-Ingersoll-Ross model
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conditional least squares estimators
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weighted conditional least squares estimators
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branching process with immigration
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exponential ergodicity
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strong mixing property
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