Dehtiar, Olena
- Two methods of estimation of the drift parameters of the\n Cox-Ingersoll-Ross process: continuous observations
2020/05/11 by Olena Dehtiar, Dehtiar, Olena, Yuliya Mishura +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #60G22 #60H10 #62F10 #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Parameter estimation in CKLS model by continuous observations
2021/05/28 by Mishura, Yuliya, Ralchenko, Kostiantyn, Dehtiar, Olena · 3 citations
#60H10 #62F10 #62F12 #91G70 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)