Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions

Author: Ben Alaya Mohamed   Kebaier Ahmed  

Publisher: Taylor & Francis Ltd

ISSN: 0736-2994

Source: Stochastic Analysis and Applications, Vol.31, Iss.4, 2013-07, pp. : 552-573

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract