Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast maximum likelihood estimation of parameters for square root and Bessel processes |
scientific article |
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Fast maximum likelihood estimation of parameters for square root and Bessel processes (English)
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27 April 2023
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Bessel process
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Cox-Ingersoll-Ross model
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maximum likelihood estimation
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squared Bessel process
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