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Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations
23 August 2017
M. Ben Alaya
Ahmed Kebaier
N. Tran
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Papers citing
"Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations"
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Title
Estimation of ergodic square-root diffusion under high-frequency sampling
Yu-Jen Cheng
Nicole Hufnagel
Hiroki Masuda
148
3
0
29 Mar 2021
1
