Estimation of a pure-jump stable Cox-Ingersoll-Ross process
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Publication:6632614
DOI10.3150/24-bej1736MaRDI QIDQ6632614
Elise Bayraktar, Emmanuelle Clément
Publication date: 5 November 2024
Published in: Bernoulli (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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