Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises |
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Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (English)
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18 November 2016
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CIR model
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maximum likelihood type estimation
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limit theorem
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\(\alpha\)-stable process
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