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  4. Parametric Estimation and the Cir Model
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Parametric Estimation and the Cir Model

Journal
Proyecciones
ISSN
0716-0917
Date Issued
2016
Author(s)
Saavedra-Gallardo, E  
DOI
https://doi.org/10.4067/S0716-09172016000200005
Abstract
We study parametric estimation in the Cox-Ingersoll-Ross model and establish the stochastic differential equations for the parameters involved in it. © 2016 Proyecciones Journal of Mathematics.
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