Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model
type: Item
instance of: scholarly article
title: Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model
DOI: 10.1080/03610926.2023.2196591
author: Oksana Chernova
author: Olena Dehtiar
author: Yuliya S. Mishura
author: K. V. Ral'chenko
published in: Communications in Statistics. Theory and Methods
publication date: 2024-07-16T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7881544
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7881544