Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129646 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
We propose a consistent and asymptotically normal parametric estimator for autoregressive heteroscedastic models with errors in variables based on contrast minimization and give an example for a discrete time observed CIR process with additive noises.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Salima El Kolei, Florian Pelgrin,