Gaussian estimation for discretely observed Cox–Ingersoll–Ross model
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Publication:2817110
DOI10.1080/03081079.2015.1106740zbMath1342.93110OpenAlexW2344285369MaRDI QIDQ2817110
Huisheng Shu, Yurong Liu, Chao Wei
Publication date: 29 August 2016
Published in: International Journal of General Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03081079.2015.1106740
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)
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