Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Parametric Estimation and the CIR Model - MaRDI portal

Parametric Estimation and the CIR Model (Q3187158)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Parametric Estimation and the CIR Model
scientific article

    Statements

    title
    Parametric Estimation and the CIR Model (English)
    0 references
    author
    Eugenio Saavedra
    0 references
    publication date
    15 August 2016
    0 references
    zbMATH Keywords
    CIR model
    0 references
    stochastic differential equation
    0 references
    parametric estimation
    0 references
    quasi-likelihood estimators
    0 references
    diffusion processes
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H10
    0 references
    62M05
    0 references
    60H30
    0 references
    60J60
    0 references
    62P20
    0 references
    91G80
    0 references
    zbMATH DE Number
    6617042
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3187158&oldid=36267470"
    Powered by MediaWiki