Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model

DOI10.1080/03610926.2023.2196591MaRDI QIDQ6573043

Olena Dehtiar, Yuliya S. Mishura, Kostiantyn Ralchenko, Oksana Chernova

Publication date: 16 July 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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