Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data
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Publication:6641323
DOI10.1080/03610926.2023.2278429MaRDI QIDQ6641323
Zhi-Yong Li, Unnamed Author, Xin Yang, Unnamed Author, Shanchao Yang
Publication date: 20 November 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
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