| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129939 | Statistics & Probability Letters | 2017 | 10 Pages |
Abstract
A maximum likelihood type estimation of the drift and volatility coefficient parameters in the CIR type model driven by α-stable noises is studied when the dispersion parameter εâ0 and the discrete observations frequency nââ simultaneously.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xu Yang,