Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026)
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scientific article; zbMATH DE number 6201896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions |
scientific article; zbMATH DE number 6201896 |
Statements
Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (English)
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27 August 2013
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Cox-Ingersoll-Ross processes
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Laplace transform
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limit theorems
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nonergodic diffusion
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parameter inference
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