SciELO - Scientific Electronic Library Online

 
vol.35 issue2Matrix transformation on statistically convergent sequence spaces of interval number sequencesOn Jensen’s and the quadratic functional equations with involutions author indexsubject indexarticles search
Home Pagealphabetic serial listing  

Services on Demand

Journal

Article

Indicators

Related links

  • On index processCited by Google
  • Have no similar articlesSimilars in SciELO
  • On index processSimilars in Google

Share


Proyecciones (Antofagasta)

Print version ISSN 0716-0917

Abstract

SAAVEDRA, Eugenio. Parametric Estimation and the CIR Model. Proyecciones (Antofagasta) [online]. 2016, vol.35, n.2, pp.197-211. ISSN 0716-0917.  http://dx.doi.org/10.4067/S0716-09172016000200005.

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.

        · text in English     · English ( pdf )

 

Creative Commons License All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License