Matches in SemOpenAlex for { <https://semopenalex.org/work/W2369588216> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W2369588216 abstract "In this paper,the problem of estimating coefficients in the CIR model is studied under discretely sampled observations. The moment estimates of the equilibrium mean and the equilibrium variance of the CIR process is given. By assuming the parameters and the known , the relation between the scale-parameter and the volatility is obtained. The quadratic variation estimation and estimation of parameter based on the quadratic variation for CIR process are gotten. The comparison between the quadratic variation estimation and the conditional moment estimate ( [9]) approach is made by simulation, and choice of data R007 has been tried in the two approaches from 1997 to 2006." @default.
- W2369588216 created "2016-06-24" @default.
- W2369588216 creator A5072281875 @default.
- W2369588216 date "2006-01-01" @default.
- W2369588216 modified "2023-10-16" @default.
- W2369588216 title "Statistical Inference of Cox-Ingersoll-Ross Model" @default.
- W2369588216 hasPublicationYear "2006" @default.
- W2369588216 type Work @default.
- W2369588216 sameAs 2369588216 @default.
- W2369588216 citedByCount "0" @default.
- W2369588216 crossrefType "journal-article" @default.
- W2369588216 hasAuthorship W2369588216A5072281875 @default.
- W2369588216 hasConcept C105795698 @default.
- W2369588216 hasConcept C112401455 @default.
- W2369588216 hasConcept C121332964 @default.
- W2369588216 hasConcept C129844170 @default.
- W2369588216 hasConcept C149782125 @default.
- W2369588216 hasConcept C154945302 @default.
- W2369588216 hasConcept C179254644 @default.
- W2369588216 hasConcept C2524010 @default.
- W2369588216 hasConcept C2776214188 @default.
- W2369588216 hasConcept C28826006 @default.
- W2369588216 hasConcept C33923547 @default.
- W2369588216 hasConcept C41008148 @default.
- W2369588216 hasConcept C74650414 @default.
- W2369588216 hasConcept C90087638 @default.
- W2369588216 hasConcept C91602232 @default.
- W2369588216 hasConceptScore W2369588216C105795698 @default.
- W2369588216 hasConceptScore W2369588216C112401455 @default.
- W2369588216 hasConceptScore W2369588216C121332964 @default.
- W2369588216 hasConceptScore W2369588216C129844170 @default.
- W2369588216 hasConceptScore W2369588216C149782125 @default.
- W2369588216 hasConceptScore W2369588216C154945302 @default.
- W2369588216 hasConceptScore W2369588216C179254644 @default.
- W2369588216 hasConceptScore W2369588216C2524010 @default.
- W2369588216 hasConceptScore W2369588216C2776214188 @default.
- W2369588216 hasConceptScore W2369588216C28826006 @default.
- W2369588216 hasConceptScore W2369588216C33923547 @default.
- W2369588216 hasConceptScore W2369588216C41008148 @default.
- W2369588216 hasConceptScore W2369588216C74650414 @default.
- W2369588216 hasConceptScore W2369588216C90087638 @default.
- W2369588216 hasConceptScore W2369588216C91602232 @default.
- W2369588216 hasLocation W23695882161 @default.
- W2369588216 hasOpenAccess W2369588216 @default.
- W2369588216 hasPrimaryLocation W23695882161 @default.
- W2369588216 hasRelatedWork W146599753 @default.
- W2369588216 hasRelatedWork W2031172850 @default.
- W2369588216 hasRelatedWork W2124911882 @default.
- W2369588216 hasRelatedWork W2379823887 @default.
- W2369588216 hasRelatedWork W2731953661 @default.
- W2369588216 hasRelatedWork W2790780745 @default.
- W2369588216 hasRelatedWork W2889672163 @default.
- W2369588216 hasRelatedWork W2906106862 @default.
- W2369588216 hasRelatedWork W2915798644 @default.
- W2369588216 hasRelatedWork W2921936647 @default.
- W2369588216 hasRelatedWork W2945176580 @default.
- W2369588216 hasRelatedWork W2952290424 @default.
- W2369588216 hasRelatedWork W2996994397 @default.
- W2369588216 hasRelatedWork W3125311385 @default.
- W2369588216 hasRelatedWork W3134232350 @default.
- W2369588216 hasRelatedWork W3194253869 @default.
- W2369588216 hasRelatedWork W3199719601 @default.
- W2369588216 hasRelatedWork W3208544434 @default.
- W2369588216 hasRelatedWork W6347641 @default.
- W2369588216 hasRelatedWork W2316299152 @default.
- W2369588216 isParatext "false" @default.
- W2369588216 isRetracted "false" @default.
- W2369588216 magId "2369588216" @default.
- W2369588216 workType "article" @default.