Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
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Publication:5104489
DOI10.1080/03610926.2020.1866611OpenAlexW3119711959MaRDI QIDQ5104489
Kostiantyn Ralchenko, Olena Dehtiar, Yuliya S. Mishura
Publication date: 14 September 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.05262
Cites Work
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