Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions

By M. Ben Alaya, Ahmed Kebaier. 2013

67 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/cff33544bec0fe696aaf1d3047de99f71e4af7ee