Parametric Estimation and the CIR Model (Q3187158)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric Estimation and the CIR Model |
scientific article |
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Parametric Estimation and the CIR Model (English)
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15 August 2016
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CIR model
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stochastic differential equation
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parametric estimation
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quasi-likelihood estimators
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diffusion processes
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