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Proyecciones (Antofagasta)

Print version ISSN 0716-0917


SAAVEDRA, Eugenio. Parametric Estimation and the CIR Model. Proyecciones (Antofagasta) [online]. 2016, vol.35, n.2, pp.197-211. ISSN 0716-0917.

We study parametric estimation in the Cox-Ingersoll-Ross model and establish the stochastic differential equations for the parameters involved in it.

Keywords : estimating function; quasi-likelihood; stochastic differential equation.

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