Estimation of a pure-jump stable Cox-Ingersoll-Ross process (Q6632614)
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scientific article; zbMATH DE number 7938576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a pure-jump stable Cox-Ingersoll-Ross process |
scientific article; zbMATH DE number 7938576 |
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Estimation of a pure-jump stable Cox-Ingersoll-Ross process (English)
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5 November 2024
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Cox-Ingersoll-Ross process
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stochastic differential equation
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estimation
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Lévy process
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stable process
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