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- W4360585984 abstract "<abstract> <p>This paper deals with least squares estimation for the Cox–Ingersoll–Ross model with fractional Lévy noise from discrete observations. The contrast function is given to obtain the least squares estimators. The consistency and asymptotic distribution of estimators are derived when a small dispersion coefficient $varepsilon to 0$, $n to infty $, $varepsilon {n^{frac{1}{2} - d}} to 0$, and $nvarepsilon to infty $ simultaneously.</p> </abstract>" @default.
- W4360585984 created "2023-03-24" @default.
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- W4360585984 date "2023-01-01" @default.
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- W4360585984 title "Parameter estimation for discretely observed Cox–Ingersoll–Ross model driven by fractional Lévy processes" @default.
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- W4360585984 doi "https://doi.org/10.3934/math.2023613" @default.
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