1. Home
  2. Issues
  3. Volume 3, Issue 4 (2016)
  4. Drift parameter estimation in stochastic ...

Modern Stochastics: Theory and Applications


Cited by 1
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1080/03610926.2020.1866611
Journal:  Communications in Statistics - Theory and Methods Volume 51, Issue 19 (2022), p. 6818


Share


RSS